Hey Tony,
Hmmm... I've never actually needed to turn the volume all the way off; it's possible it's just the design of the potentiometer to de-couple the connection for a true "zero" output, but if you feel it's an issue that will cause a problem, you should consider returning it for an exchange with the retailer.
The white noise is sometimes called "air" and it's perfectly normal.
There are instructions on connecting your iOS device to the XDJ within the rekordbox iOS app; you'll need to use a Camera Kit or ethernet adapter to connect. You can not use a standard USB to Lightning cable to connect to one of the USB ports.