Well, I don't even have a sunroof and the whistling noise is present. Definitely from mirror air flow. Not a huge deal, but a bit disconcerting when it's a brand new car. I was able to stop the whistle by placing my hand out window covering grooves between mirror and body while driving (for a short distance - couldn't drive like that for long)...so it seems that's where it originates.
If you find that the new mirror covers do some good....let us all know!