The fan inside the PSU must spin faster to keep the PSU within a safe working temp as more heat is generated by increased power demands. Faster fans = louder fans, sometimes the PSU can be the loudest part of a computer build because of this. Of course better PSU's have better passive cooling designs / better heatsink design which can reduce the need for fan spin-up to reduce heat compared to cheaper models - another reason to choose a quality PSU.
Running Prime 95 torture test on 12 threads + Unigine Valley benchmark running at 2560x1600 Ultra settings with a single GTX 660 Ti & with CPU @ 3.3GHz, I saw peaks of 438 Watts and average of about 427 Watts. Playing Far Cry 3 for 15 minutes (till I died in-game) @ 3.3GHz CPU with full screen 2560x1600 Ultra settings in game, I saw an average of about 356Watts, & during an 8 on 1 fire-fight, and a peak of 378 Watts. No sense OC for gaming since the 3930K is not a power efficient overclocker. Of course the whole system isn't a power efficient system at all, but it's a very fast video editing system, which is what I was after.
Just for reference, my system @ idle is averaging about 138 Watts, so even idle, it's power hungry which is why I'm using my laptop more & more every day.