Specifically, by default, SoX automatically adds TPDF dither when the output bit-depth is less than 24 and any of the following are trueThis is true for SoX commandline tool. But you aren't using it.
If you use ffmpeg, it will NOT dither by default. You need to set dither manually.
-af "aresample=44100:resampler=soxr:precision=33:osf=s16:dither_method=shibata" (if using this command you also can ommit -ar 44100 -sample_fmt s16p)
More dither methods are available, see https://ffmpeg.org/ffmpeg-resampler.html
Which dither_method be used usually for downsampling to 44.1K?