Virtually all triac dimmers contain an inductor to reduce RF interference. When the dimmer is turned down, the triac switches on with significant voltage across the load. The resulting current transient induces magnetic forces in the inductor, which can cause the buzz often heard from dimmers. The buzz is proportional to load current, and is greatest when the dimmer is near mid scale.
Some inductors have a compliant adhesive such as hot-melt glue applied to the windings to damp the vibration. Whether the buzz is audible depends on how tightly the coils are wound, how well the damping adhesive is applied, load current, and dimmer setting.
The bottom line is that a slight audible buzz from a triac dimmer is no cause for concern.
Jeff