I did a little more digging. I checked the replacement fan in details, I have adjustable DC power source. Fan starts at 2V, at 3V the whine becomes audible, but barely, I had to shut down everything to hear it. Also shows a peak around 6kHz, but smaller and wider and to see it I had to put my phone mic right next to it, like 1cm away. At a distance that would correspond to the distance between fan and the top of the monitor I can't actually register anything, even at 5V. When put flat on table it gets definitely louder, the 6kHz peak grows larger and separates from surrounding frequencies. So yeah - the replacement fan alone definitely has the same characteristic.
Then I had a moment of clarity - look at that empty box housing the fan. Kind of looks like a guitar to me. The fan alone is not that bad, but it gets amplified inside. Contributing factor in my case may be that I have my desk in the middle of a room, the monitor mounted in open air, there is no wall behind it (just the door to another room) and I have 34'' monitor above it angled down in a way that reflects the sound coming out of the top 38GL vents to me.
I think I'll give up on replacing fan, I don't think it will make that much of a difference, sending it back for another repair job won't make a difference either, the whole arrangement need to be changed. I'm thinking on grabbing some broken single slot GPUs from ebay and see if I can make their coolers fit. For the fan connector looks like LG/Samsung TVs have the same style plugs, spliced 4 pin wire from them should do the trick.
But then - why should I have to do any of that after blowing $1900 (with tax) on it. I still can't believe some don't hear anything, either the fan is completely stopped or just a difference in sensitivity to some frequencies.