As was mentioned, this is caused by the switching circuitry in the charger as it regulates the output. Here's a little read on it i found with a quick google: linear vs switching chargers. Note that the "noise" the article talks about is EMI (electromagnetic interference), but it's clear that certain components can translate the electrical noise to acoustic noise. Also note that, as some people have observed, the noise becomes more pronounced as the battery is nearing full and the charger reduces the output to it. My LG charger does this, becoming very noisy when the phone isn't plugged in or the battery is full. I can also hear the noise of the power circuitry in my flat panel, and CRTs are audible to me when on. This is all due to electrical noise being converted to acoustic noise through one or more components.

Maybe Nokia will go to the dual mode charging circuitry the article talks about for their next flagship. I expect not, though. :/