Simply checking in that I am having the exact same problem as OP and others in the comments. I have already returned one dock and received a replacement, that to my disappointment is behaving the exact same way. I have even attached my laptop, via USB-C, to an identical dock in my office that was provisioned a couple days after I received mine. It is making the same noise. As others have figured out, this noise only happens with the USB-C port being used. I have tested and do not get the same noise using USB-A, but then of course I lose the benefit of charging through the dock.

This unfortunately is not a fault in manufacturing of the product that can be resolved through warranty replacement but some fault in the design. Don't expect Dell to do anything to resolve this.