I have the exact same issue. Very annoying. I got this Roku Ultra to replace an older Roku 4. No problem with that Roku for 10 years. Plugged in this one and right away started with the night pitched noise. I turn off the DVD player I run it thru and turn on and whine goes away for a bit but always comes back. Help!
I am having the same issue. When I power on my TV, the Roku Ultra generates a continuous high pitched sound. I replaced the Roku's output HDMI cable and it did not help. The TV is configured to output audio via HDMI/ARC to a sound bar. I unplugged this HDMI cable and it did not help. Serial number X01000FXRKJK. Note that I have a second Roku Ultra that I purchased about a month earlier than the problem box and it works great. The only difference is the problem box uses WiFi while the other box uses an Ethernet cable. Also, the other box is configured for stereo audio while the problem box is configured "Streaming Audio Format = Auto" and "Digital Output Format = Auto".