The loco stands still or tries to move at very low speed? ESU decoders produce a certains buzzing sound in the operating motors, especially at low speeds, which is normal.
The coils are necessary because, together with the capacitor at the motor connectors, they "smoothen" the spikes that are produced by the rotating motor. When the locomotive stands still, at speed 0, the motor is not powered at all, so there should be no buzzing.