You didn't say so, but I'll assume you're running these fans at less than full speed.
On all but a few very high-end motherboards, 3-pin fan speed control is done with PWM (pulse-width modulation, aka duty cycle) control, where the fan voltage is switched between 12V and 0V in a square wave. In general, this messes up the speed sense circuit inside the fan, so to compensate, the controller chips used on almost all motherboards sends a long 12V pulse a few times per second so that the sense circuit can run at full voltage for more than half a rotation, which allows it to accurately report the fan's RPM.
The click is caused by the sudden increase in torque in the fan motor when the duty cycle is increased from (say) 50% to 100%.
Some fans make louder clicks than others. For instance, Nexus orange fans (which are based on the Yate Loon), are often silent, but many of them also click.
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