As kerol stated it is simply a limitation in the construction of these devices. Unfortunately living outside North America, your choices for thermostats are limited to the exo terra or habistats currently and that means unfortunately dealing with it. You can try switching to pulse to see if the whine or buzz goes away and if it does it may mean the dimming functionality is not built adequately to handle the voltage resistance properly.
It could be caused by capcitors or coil whine due to poorly made components.
To give something similar, I had a computer monitor that failed to turn on. It turned out the capacitors the manufacture used were from china and not japan. As such they had a tendency to whine and bulge and thus fail. They did and I had to buy a kit of replacement japanese capacitors and replace the defective ones. After that the monitor now works but when the screen goes into power save there is a coil whine until it goes into low power mode. Nothing I can do about it as it is the power supply but it does not effect the monitor and is not a problem aside form the slight sound.
I think the exo terra is the same problem and while I doubt it means it will fail soon, it is simply something you have to deal with. You unfortunately do not have alternative to purchase except maybe one of habistat's higher end thermostats.
Here are some links describing what you might be hearing
http://www.ukgamingcomputers.co.uk/c...ined-a-63.html
http://www.sprags.com/