Not sure if there is a term of art in Cinematography to refer to the suspense aspect, but the editing technique is a film transition called an L-Cut.
An L Cut is an editing technique that results in a cut occurring at a different time for audio than for video. For example, we may hear characters' voices a few seconds before we see them on film. In order to achieve this effect, the editor had to make an L-shaped cut on the filmstrip itself. Even today with the advent of computerized non-linear editing systems, the digital representation of the film in the program still takes on this L-shaped appearance
The L shape being that audio on a film-stripe leads the video by a few millimeters for syncing purposes. The digital editing version still looks like an L for separate reasons.
Some people differentiate between which comes first as an L-Cut and an J-Cut, i.e. Audio from Scene B on Video A vs Audio from Scene A on Video B, or in other terms, early audio vs late audio transition.
These cuts are used all the time in same scene dialog, when switching or not switching between the cameras facing the different actors, but is often used for transitioning between different scenes as well.
The stark jump between scenes would be considered a Contrast Cut, like jumping from an action scene to a dialog.
Star Wars does this all the time, but with a wipe or iris fade for the video. The most common one is when you start hearing a Tie Fighter before the wipe starts/completes.
Here's a good video analysis of the various wipes and cuts in Star Wars.
As noted in the other good answer, a screenwriter would term this same trick a Pre/Post lap (as in overlap). But after searching, there doesn't seem to be any specific term for this trick in suspense. It's a general technique used for all genres or for multiple reasons. It's not used solely for scaring the audience.