are you sure its not your headphones picking up some static electricity making a tiny bit of noise.
i have some ancient PC speakers that do that. they will make a buzzing noise if the jack is unplugged and touches some metal, or me, or is just loose somewhere.
however, if it is the cooler, it may be that it is a quiet deep noise that is overpowered by the high pitched noises that the fan naturally makes. the high pitched noises will be blocked by your headphones a lot more than low pitched ones