Sometimes children's toys can be quite loud and repetitive.
It's ok to have the urge to take the batteries out of them, but try this handy tip first.
Use either selotape or insulation tape to cover the speaker of the offending toy to dampen
the noise a little.
Alternatively, if your little one becomes wise to this or to the fact the battery compartment is empty if you have removed the batteries, then just turn the batteries around. Naughty but gives you a little bit of peace.