Unless it was modified, the whining sound you heard was not the Blow Off Valve. A Blow off Valve goes "pssssst" or "whoosh" only when lifting off the throttle. Blow off valves are not stock on the EVO, they have to be put on aftermarket. Stock Evos have a diverter valve (recirculation valve is another name) and they are a lot quieter than a blow off valve.
If the whine you heard was constant under throttle, it was the sound of the turbo spinning
and that is a cool sound!
One person asked about mods for the EVO... yes there are tons of mods, and they are cheap too! For a mere $1500 (or even less), you can take these cars to the mid 300 hp mark, and that is still all very reliable. Here are a few of the major tuners in the business:
Lastly, It is possible to make these cars more civil looking....I even went as far as putting some BMW on it!