Dimmer switch is buzzing at one location but not at another
First let me just say, that I noticed that you did not ask, How do I stop a dimmer switch from humming?, but rather WHY is it buzzing (especially, here- not there). 

Essentially, your dimmer is also creating or acting like a speaker, because it is physically causing air to vibrate, which is detected by your ear... in other words, sound is created by moving air back and forth. A speaker is made by inducing a magnetic field in an object (like a coil or a bulb filament) which exerts a physical force upon the (induced) object causing it to move and by default, move the air. The range of human hearing is 20 to 20,000 Hz and the frequency of the electricity in a residence is 60 Hz.

The reason it is happening in the dimmer is the same reason as the light bulb; some piece of the dimmer or a neighboring conductor is physically vibrating.

Why it is only in the one spot has to do with something called harmonics... and there is a long physics lecture involved. But in short, harmonic distortions happen because like-waves are additive, meaning that electric wave of similar frequecies (and amplitudes) will add together. The light bulb in the bedroom (or perhaps of the fan motor) and the dimmer are acting like tuning forks each causing amplification (or resonance of waves) in each other and the result is induced power which is strong enough to cause physical movements, and thus, audible feedback. 

Of course, from the other discussion about how to stop it, the answer was to change the bulb (that's acting like a tuning fork- not mentioned).