When current through an inductor changes, the magnetic field around the inductor also changes. This causes a small attraction/repulsion action in the coils of the inductor, which manifests itself as a vibration/sound. Power Supplies all generate this sound, but often have sound dampening material meant to reduce this noise.
Coil whine is not exactly a defect, but rather a byproduct of the components working as intended. If you have any questions or concerns regarding your PSU's Coil whine, please create a ticket with our support team.