Hello Gesi22,
Welcome to Apple Support Communities!
We can help make sure you're getting the most from your AirPods Pro (2nd generation) and that Transparency mode is working as expected.
It would be normal for Transparency mode to let some outside noise through, detailed here:
"What are Active Noise Cancellation and Transparency mode?
With Active Noise Cancellation, an outward-facing microphone or microphones detect external sounds, which your AirPods Pro (1st or 2nd generation) or AirPods Max then counter with anti-noise, canceling the external sounds before you hear them. An inward-facing microphone listens inside your ear for unwanted internal sounds, which your AirPods Pro or AirPods Max also counter with anti-noise.
Transparency mode lets outside sound in, so you can hear what's going on around you. Active Noise Cancellation and Transparency mode work best when your AirPods Pro fit well."
This Apple Support page has the full details: AirPods Pro and AirPods Max Active Noise Cancellation and Transparency mode - Apple Support
If you don't want to hear the outside sounds, turn on Active Noise Cancellation instead to cancel the sounds:
"Switch between noise-control modes on your iPhone or iPad
- Open Control Center on your iOS or iPadOS device.
- While wearing your AirPods Max or both AirPods, touch and hold the volume slider until you see the additional controls.
- Tap the Noise Control icon
in the lower-left corner.

4. Tap Noise Cancellation, Transparency, or Off."
We hope this helps correct the setting so you're not hearing sounds with your AirPods Pro (2nd generation)!
Please let us know if you have further questions.
Cheers!