Navigate between files with the keyboard produces audible "beep"

When I navigate back and forward, using the keyboard, my Mac makes an audible "beep" noise.

When I carry out the same actions using the toolbar buttons, it does not.

I checked that the keybinding for back is not used for something else, by searching for it in the Keymap section of preferences. The back action is associated with the "control + command +  left arrow".

Any ideas as to why this may be happening? It's becoming annoying.

Thank you.

Diego.