Make sure it is coming from the GPU and not the PSU or Motherboard's VRM.
High Wattage hardware can produce Coil Whine due to electronic/Electrical components installed. Nothing you can do about it. The more power the hardware uses the higher the coil whine will be. In your case when you are playing a GPU intensive game.
In the past, Users have noticed that their coil whine was caused by the AMD Driver. So by downgrading the AMD Driver to a previous version the coil whine would go away or not be noticeable.
Most manufacturer doesn't consider coil whine as something that can be RMAed unless it is very loud or disturbing.
I would open a AMD Support -Warranty ticket and asked them for their suggestion about your coil whine from here: https://www.amd.com/en/support/contact-email-form
NOTE: Here is the latest AMD driver for your GPU card: https://www.amd.com/en/support/graphics/amd-radeon-rx-6000-series/amd-radeon-rx-6700-series/amd-rade...
Here are some previous AMD drivers for your GPU card you can try: https://www.amd.com/en/support/previous-drivers/graphics/amd-radeon-rx-6000-series/amd-radeon-rx-670...