Your dogs are probably crying out because the pitch of the speakers when they play the adhan hurts their ears. Dogs can pick up on a much wider spectrum of sounds than we can with human ears, so when something is amplified (like the Muslim adhan near your house) they hear a LOT more than we do, and it’s like being at a really loud rock concert for them. Since Muslims pray at the same time every day, the adhan should be fairly predictable – maybe you can bring your dogs inside when they call the adhan so that it won’t bother their ears as much.