Diagnosis
This is coil whine from the monitor's internal power supply or circuitry. It's often related to the refresh rate or specific brightness/contrast settings inducing electrical resonance. It is a physical characteristic, not a defect indicating failure.
How to Fix It
Adjust the refresh rate. Open Windows Display Settings -> Advanced Display. Change the refresh rate from 165Hz to 144Hz or 120Hz. Apply the setting. The change in electrical load frequently eliminates the whine.
If That Didn't Work
Modify the image settings. Use the OSD to adjust Brightness and Contrast. Incrementally change them up or down from your current setting (e.g., Brightness from 80 to 70). The whine may stop at a specific voltage load.
Heads Up
The whine may be more pronounced when displaying a mostly dark screen with small bright elements (like a game's loading icon). If the noise is loud, constant, and accompanied by a burning smell, power off immediately and contact MSI support.