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Recently in the bus I sat next to two persons conversing* in sign language. In their conversation, they were not only using gestures and mimics for expressing what they wanted to say but also were constantly making whispering sounds all the time when doing this.

What are these sounds for? I thought deaf people actually cannot hear anything, how can sounds support the conversation? If these sounds hold semantic information, is then anything missing when you see sign language expressions in which these sounds are not even sensible for non-deaf people? I think of news shows of certain public broadcasting stations which often include translations* in sign language, there no whispering sounds are noticeable from the translator.

*I hope 'converse' is the right verb for an exchange between two people in sign language and I hope 'translate' was the right word to use in this context. Please forgive me if that was insensitive however I am not familiar with the details of sign language yet.

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    I remember reading an account arguing that the reason people gesture while they speak is also why some people (myself included) stick their tongues out while working intensively with their hands: the two systems shares some evolutionary history or other and are coactive in the brain... Wish I remembered more than that. It was interesting. – Luke Sawczak Dec 14 '17 at 13:58
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Usually when we sign* we use our mouths to mouthe a word. This can be used to disambiguate certain lexemes (for example, divorce and ex-spouse have the same sign in ASL, so one way to clarify which you mean is to mouthe whichever of those two English words.). So it's quite natural to also whisper it because you can't help but let some air pass through your mouth. It's almost instinctive. But if you were watching a video, you could mute it, or if you're completely deaf or it's too loud you might miss it, which means that that sound is not necessary to the understanding, but rather an anatomically conditioned side effect.

A parallel with spoken languages: when you speak, your head will move around. You (almost) can't help it. But if that movement were unobservable, for example on the phone, it doesn't affect your communication at all.

You say you thought deaf people cannot hear anything. It's not usually true. Most deaf people, even profoundly deaf people, have at least some hearing. And sometimes, sounds accompany signed conversation. (It's rather a separate matter from what you're asking about, but it's related. And in case anyone comes here from a google search...) These sounds which are lexically part of a sign language are usually a single syllable like pah (which means something like "at last!") or cha (which means "large" or "overwhelming", or ooo which I can't remember what it means. (these can also be distinguished non-audially, by lip-reading). These three examples come from ASL. I can't quite put my finger on the syntactic role of these, but it's kind of adverbial or possibly modal.

*: It's fine to say converse too. even "speaking" sign language is okay terminology! It doesn't bother us. And of course, "translate" is the right word for when we take for example a sentence in ASL and render it for example in English.

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If I may add to Wilson's very good answer; another reason may occur when a Deaf person has also been educated orally. One of my Auslan teachers was educated orally and only learned sign language in her mid-20's. She says this is why when she signs, she almost always mouthes the words too.

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