Oh that's a pity Yamaha didn't include record WAV to USB stick on the N series - since the USB port is there. But I suppose they felt the focus on these instruments was how they feel to play and sound in a room live.
What you can do is use the N2's record function to save your performances as MIDI files, which can then be saved to a USB stick and brought over to your computer. At that point you need to convert the MIDI files to audio using a software piano instrument that you enjoy the sound of.
Pianoteq by Modartthttps://www.pianoteq.com/instrument_list
Is a piece of software that models the sound of many acoustic pianos. You can load a MIDI file into it, including one you've performed on your N2, and then listen to it on your PC. You can also use the software to convert your MIDI file to an audio file using the software's sound engine. This method avoids "digital to analog" conversion on the N2 which then requires travel over audio cable to your PC where you are doing "analog to digital conversion" and hiss is being introduced somewhere in this signal path.
Alternatively, you can ignore MIDI entirely and record analog audio from the AUX outs of your N2 to your PC into Audacity as you are describing. If the internal sound card in your PC is a bit noisy you can try a USB audio interface to do the analog to digital conversion. The Focusrite Scarlett 2 http://www.sweetwater.com/store/detail/Scarlet2i2G2
works with Windows 7 or better. Once you install the drivers and have the interface recognized and available to the computer. You would set it as your io device in Audacity. Connect the AUX outs of your N2 to the inputs on the front, set your output volume and your input gain appropriately to avoid clipping and record the same as you are doing now.
The hope with this method is that the Focusrite would do a better - and hopefully quieter job of converting your audio outs to WAV without introducing hiss. But we can't be certain at the moment where you noise is coming from exactly. My best guess is that its the audio hardware in the laptop.