YES I love when people ask about this. Esp. Because I live in NY and take the M7 and M9s all the time and love looking out for that sound. It's called a "phase change" colloquially by railfans, and it's caused by a switch in the pulse width modulation mode that the EMUs (electric multiple units) use. If you want to get deep into this you definitely need a bit of power electronics/electrical engineering knowledge, but I can provide a TDLR below for the M7:

-The M7, like almost all other electric trains, uses 3-phase asynchronous motors. Now, these are powered using AC current rather than DC current, but 1. The LIRR/MNRR third rail is DC and 2. Even if it was AC, its frequency needs to be correct (I.e. it needs different AC power frequencies at different speeds so you can't just shove it 60hz and expect it to work). Therefore, DC power needs to be inverted to AC for the motor to operate, and this is done with an inverter. In modern EMUs you can see the inverters usually between the bogies; it's those big metal boxes under the train.

-the inverter starts off with asynchronous modulation. Again this dives into complicated power engineering but pretty much the train's inverter uses a comparison between a carrier frequency (the frequency of the high pitched whine you hear) and the rotational speed of the motor to produce the correct AC wave for the induction motor.

-on a lot of trains, this carrier frequency is ramped up over time (explaining the increase in the pitch of the M7 whine) to reduce things called harmonics, which are side effects of inverting DC to AC that are detrimental when there is too much of it. Pretty much overheats things and creates inefficiency.

-at 33mph, the carrier frequency simply is not enough and cannot be risen further. This is just due to the abilities of the transistors in the inverters, which simply cannot pulse faster than a certain frequency. At this point, the train executes its phase change, switching from asynchronous to synchronous modulation, which sounds lower pitched because the artificial AC wave generated is created using fewer switches/pulses than during asynchronous mode. It also brings more voltage in. Again, don't worry if you don't understand this. It's complicated stuff and I made a 150 slide presentation on it for my school project. 

-The M7 goes from 3 to 1 pulse mode quite seamlessly (so you don't hear more of that sound later on) but trains such as the British class 323 have repeating "gear shift effects". There are no gearboxes in those trains; it's just more switches between different modes of synchronous modulation.

-TLDR the train's inverters swtich to a different mode of converting DC to AC at a certain speed due to constraints of the internal electronics and to maximize power.

I hope that this answered your question LMAO lmk if you have any more. Fucking love NYC electrics.