Hey there,
sorry to stab your back @PinkLightning, but that is not entirely correct. Coils whining is the main causes for PSU noise. If you put your ear very close to an arbitrary switching power supply, the noise you hear, that is most likely coils resonating. With age and degrading materials this noise usually gets louder, also with increasing wattage of the PSU. Ever stood next to a power transformer? That humm is basically the same thing.
And, since coil while usually increases with current flowing, it might actually be the PSU in this case, since in high load applications, like playing games, the PSU has to deliver quite high currents.