Strange electrical noise from stepper motor
What you're hearing is the effect of actually stepping the current. A sharp change in current produces a sharp change in the forces acting on the motor structure, which produces a certain amount of acoustical output. It's not quite the same as hitting it with a hammer (it's a step, not a pulse) but the idea is the same.

If you listen closely, you'll realize that the pitch of the sound you hear is determined by the stepping rate of your driver. If you vary the step rate, the pitch will change as well. The effect is not "pure", since the excitation (a step) produces lots of harmonics.

If you replace your steppers with a pair of sine wave drivers, 90 degrees out of phase, you can get rotation which is essentially silent.