Car whistle when engaged in first gear and reverse

I have an audi a3 with only 20000km. My car seems to make a faint high pitched whistle sound when engaged in first gear and sometimes reverse. This seems to only occur when the engine is cold (when I pull out of the parkade first thing in the morning). And disappears when the car is warmed up. I came back from vacation yesterday, and the noise was more frequent and louder because I suspect that it is snowing thus colder than usual. Previous I did take my car twice to the audi dealership under my warranty. The first time I couldnt duplicate the noise, the second time I was able to get the noise out once. The mechanic told me that the noise is normal and is from the air intake. This is my third manual car and I've never heard this noise before. It seems to be an abnormal noise. Any thoughts? Thanks