Diagnosis
This is coil whine from the monitor's internal power supply or display drivers. It is a physical phenomenon where components vibrate under electrical load. The pitch change with screen content is normal for this type of noise.
How to Fix It
First, ensure the monitor is operating in its native 2560x1440 (QHD) resolution at 165Hz. Navigate OSD > Picture > Display Info to confirm. Irregular refresh rates or non-native resolutions can increase electrical stress. Next, navigate OSD > Picture > AMA and set it to 'High'. This can sometimes alter the drive signal enough to reduce noise.
If That Didn't Work
The issue may be exacerbated by high brightness or contrast. Navigate OSD > Picture and reduce Brightness from the default 80 to 60. Reduce Contrast from 50 to 45. Test if the audible whine diminishes.
Heads Up
Coil whine, while annoying, is generally not a defect that qualifies for warranty replacement unless it is extremely loud. The noise often lessens over time as components settle. It is most noticeable in a very quiet room.