Diagnosis
That's coil whine, coming from the power supply or display circuitry. It's not 'normal' in the sense of being ideal, but it's a common issue with high-refresh-rate monitors, especially when the refresh rate is very high or variable.
How to Fix It
The whine often changes with the on-screen content and refresh rate. Go into the OSD to Game > Refresh Rate and try setting a fixed rate like 144Hz or 120Hz instead of 240Hz. See if the noise diminishes. Also, ensure Adaptive Sync is turned on, as a fixed high refresh rate can sometimes make it worse.
If That Didn't Work
The noise can be more noticeable in a very quiet room. If it's only audible when you put your ear right behind the monitor, it's generally considered within tolerances and not a defect. If it's loud from a normal seating distance, that points to a faulty component.
Heads Up
Coil whine isn't a safety issue and doesn't mean the monitor is about to fail, but if it's severe and bothersome, it's a valid reason for an RMA if the monitor is still under warranty.