I am not sure they all do, it depends upon the CVT we're considering. Nissan's one which was used in the UK P11 facelift Primera (I think you guys call it Altima) was whiney and frankly, not very pleasant to drive for the reason you state.
I am still fond of the torque converter style automatic transmissions, we're seeing 6,7 or even 8 forward ratios now and with electronic management and torque converter lock up in steady driving they're not far being manual models with fuel economy.
I'm fond of the fixed ratio one gear only Tesla Model S. Even that is a little whiney under hard acceleration. Possibly due to total absence of engine noise. It's not a problem anyway given the tiny amount of time you actually need to be accelerating.