This is harmless coil whine being caused by something something voltage levels somewhere on your GPU probably, it has happened to me in basically every game with uncapped menu screen FPS on every setup I have ever used and when I google around for those cases it seems common.
I wasn't having it on Deadlock like you are, then I went to video and maxed out "Dashboard maximum frames per second" it become noticeable right away.
I do think the devs should probably reduce the max dashboard frames per second to something more like 200 so that this issue isn't possible to encounter at all.