It was people clapping in mission control but your brain wants to think the sound matches the images so your brain tricks you into thinking it is the sound of water splashing. This is sometimes known as the McGurk effect https://www.youtube.com/watch?v=G-lN8vWm3m0

That was playing in the control room. Either they faked it for effect or had some mics wired up to the chassis.

Maybe it was over the comms from inside the capsule?

I heard it as well.

You don't see real-time, delay is added, and there is sound sync, they may have delayed the image so the sound is synced

There was no sound of the splashdown in the stream. It was silent.