It’s coil whine. I hear this on most of my gaming computers. I use headphones / have the case closed to drown out the noise coming from the GPU / PSU.
If the game is very GPU intensive / outputting 300+ frames the coil whine will be pretty noticeable. The severity will vary depending on a combination of what power supply is being used and in some cases the graphics card itself (some GPUs will be quieter and some will be more louder).