It seems most plausible that it's wind whistle, but your observation, "
It is also worse when the radio is on. No, if the radio is off it does not stop" might indicate an issue with the noise cancellation system.
Noise cancellation will work harder at higher speeds and in the wind as it's trying to cancel out outside noise that are louder in the wind and at higher speeds. The noise cancellation system works through your speakers but it works even if the radio is off. The cancellation signals may be louder when the radio is on to overcome the sound from the stereo.
Troubleshooting this should be pretty simple. You can
buy this bypass harness to eliminate the noise cancelation system to see if the problem goes away. You can also disable it by removing the microphone pins from the harness at your amplifier. There are threads here and YouTube videos that describe how to do this.