This happens when the sound on both devices is turned on. It causes audio feedback that can be very annoying. You have to turn off the sound on one of the two devices. I would suggest you turn it off on the iPad until you need it on there.
Can I just turn down the volume, you might ask?
NO! Even if you turn down the volume, Zoom will still allow audio to come through on the iPad. This is so that you can still get your students attention even if they are working on something else on the iPad.