Whistle while charging small cell phone power bank
Buck converter

The power bank takes 5V, and converts that to about 3.7V to charge the internal batteries.  It almost certainly used a buck converter to do that.  You can read more about how they work online, but the important thing is they have some capacitors and inductors inside which have a high frequency current passing through them. Either:


One of those components has started to vibrate at the frequency of that current, and that creates a noise. Most likely it is an inductor, and   Assuming it didn't always do that, it probably means a part of that component was fixed in place and can now move, which may or may not mean that component is on it's way to failure. Or
The operating frequency of the buck converter has changed from >20KHz (which is too high to hear) to a lower frequency you can here. In which case there is something wrong with it, and it probably won't last all that long.