High pitched noise. Macbook pro retina
If your amplifier in your Mac is making audible noises, you should take it in for service. These very new machines should all be under warranty and at the genius bar, they should be able to test your headphones on another Mac and your Mac to be sure yours is normal.

Many audiophile insist on external DAC when there is noise from the CPU or other components since many properly built and functioning computers have noisy amplifiers. Yours should be as good as the rest of the population but perhaps no better than the rest. Just like all LCD displays are not perfect, there are some things you just have to live with, but without hearing your specific Mac it's hard to tell if your expectations are too high or if your hardware is less performant than a typical Mac of that design.

The best way to get Apple to examine any problem is to ask them to examine your specific problem. Especially if you can show noise being generated no matter the signal being played - that would point to a faulty amplifier / grounding issue / crosstalk interference issue as opposed to a problem with a particular music file or genre of music and the Digital-to-Analog chipset that was chosen by Apple. A repair or swap can fix the former, but you can't expect them to redesign the line if you don't like how it was made in the first place.