I've noticed this phenomena on coated steel before.
My best guess is that for best results it has something to do with laser pulsing and laser intensity. Fibre laser engravers can also produce sound on metals and certain plastic materials depending on their frequency and pulse width.
I can confirm that when I observed the phenomena, the sound originated at the material. Not the laser itself. So internal electronics wasn't responsible for the buzzing sound. It sounds like it has something to do with the photoacoustic effect.