Vibrotactile haptics share a common ground with audio stimuli given that they are both based on mechanical vibration. Sound is vibrations of the air being transmitted to the ear. The same happens when you slide your finger on a wooden desk: vibrations transmit to your skin receptors and are being translated by the sensory system as wooden texture.
The sweet-spot for vibrotactile haptic stimuli is 250 Hz, which is the peak response of the Pacinian corpuscule. Thus manufacturers of vibrotactile actuators usually target that frequency. By a happy circumstance this frequency also happens to be less audible than higher frequencies. In a quiet environment 250 Hz is audible for most of us, but in a typical street or office setting with ambient noise it will typically go unnoticed unless the amplitude is quite high.
Here is the frequency distribution of a Pebble model 301 watch:
We can see many frequencies above 1000 Hz that have the same level as the targetted 250 Hz, or even the stronger 500 Hz (which is still in the haptic perceptible range of frequencies). Here is an audio recording of the Pebble vibrating:
That noise could be quite annoying to a coworker if it triggers every time you receive an email! To simulate what the watch might sound like if these higher frequencies were removed, let's do a simple low-pass filtering of the unwanted frequencies, resulting in the "pebblefiltered" curve on the previous graph. You can listen to it here:
Better? That's why when you are building haptic hardware, you need to be careful about not only the actuator itself, but also the moving parts that could cause unnecessary sounds when vibrated.