The shrine locator is called the Sheikh Sensor and it is incredibly annoying when you aren't trying to look for shrines. The device is turned on by default as soon as you get it, but thankfully you can turn it off. The setting can be a bit tricky to find though.
Open up the map screen and on the bottom, see what button is required for the Sheikah Sensor. For the Wii U, it should be Y. Press this and it will bring up the control to modify the settings for this device. Turning it off will stop the annoying notification sound whenever you are near a beacon.