I also have a SX530 HS and when I record videos I can actually hear the camera mechanisms zooming in and out on my videos. I called Canon and they said they said they would research it and get back to me. They never got back to me.
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Most photography gear used for videos will do that. Dedicated camcorders usually have some better protection against that.
The best thing to do though is have an external microphone either mounted on the camera/camcorder/cinema-camera or off somewhere (e.g. boom mic, lavalier mic clipped on the subject, etc.)