View the Harry Potter trailer. In the beginning you hear flapping from the owls' wings. At the end you hear a WHOOSH from the lone owl. Owl wings are near silent and do not make flapping sounds.
Chalk it up to "dramatic license". They wanted it to sound cool, not realistic (I mean, it's a movie about a boy wizard for pete's sake, you want realism?)
It's the same kind of thing you see in a sci-fi movie, when a ship zooms past the camera, making a whooshing or rumbling sound. Sound doesn't travel in space. But film-makers don't care.
So it's not exactly a slip-up, but it's a good observation nonetheless.
A month ago, I was out riding in an electric golf cart with my friends in the woods. As we drove into the woods (making a lot of noise and pretending my friends' dogs were speeder-bikes from Star Wars and we were "shooting" them with our imaginary railgun), an owl suddenly took off. It made a loud whoosh sound NEARLY IDENTICAL to the Harry Potter trailer one.
Oh, it's an owl all right. Harry and other characters keep owls as pets and they are used to send letters to wizards.
Hey, maybe it makes a noise because it's a MAGIC OWL! Or are we Muggles hearing things again?
That's...quite a touching story, Tony.
I know for a fact that they did use a real owl in the movie, so maybe this one's just special. If you want to check for yourself it's on Disk two (DVD), the Special Effects disk, in the interviews.
Plus, it would get a little boring if it was just silent when the owl flew by or whatever, don't you think?