You beat me to it, Nevin. Hysterisis popped into my mind when I read the OP. Loose windings or other parts in the transformer can cause the buzzing. While it's a common fault it may or may not be a dangerous fault.
We hear buzzing on telephone poles with transformers, buzzing and vibrating in AC relays, and AC noise in radios and TVs. It's annoying, but not necessarily dangerous. It's a symptom of poor potting in transformer circuits. The coils should be dipped in shellac or silicone to reduce noise from vibration.
Still,
ihrmaniac97 should probably ask for an exchange or refund. It's an annoying defect.