On the desktop, if you start talking while muted , it will show a pop up that "you are muted". They probably have the same feature in ios
I'd guess every app that uses real-time live audio does this. It's far simpler to constantly encode and selectively transmit than it is to start the encoding each time you unmute. It would probably also be missing the first few hundred milliseconds (and if it was buffered, it would be out of sync).
I've discovered this with the new iOS 14 feature that shows when apps are using the microphone and/or camera.
IMO this isn't malicious but just lazy code because nobody would ever know that the mic isn't closed. Even so, the app shouldn't be receive audio data when muted.