This is a well known problem. The noise is due to mu-law compression. The 16 bit audio samples are compressed to 8, 9, or 10 bits before feeding to the neutral net. The reason is because predicting a categorical distribution of 2^16 values requires too many parameters. The noise was also in samples from the famous Wavenet from Deepmind (they used 8 bit mu law).
There are two ways to avoid this: 1. predict 8 high (coarse) bits, 8 low (fine) bits separately as in the original waveRNN paper. 2. use a mixture of logistic distributions as the predictive output as in the recent Lyra vocoder from Google.