Some SMPS designs use variable frequency and often you will hear a hissing, sputtering, crackling and sputtering sound. Ferrite cores, like on your transformer, have some magnetostrictive properties, which means that they can create an audio output depending on the operating conditions. Likely this is what you are hearing and had no ill effect, except annoyance. The only other possibility is that there is a short in a winding and it is arcing while running. Possible but usually these winding faults result in overheating and as mentioned a burning smell.
paul