This is normal.
Diesel engines have unrestricted air flow (where as petrol engines have butterflies to restrict air flow). Coasting down a hill in gear 2 or 3 will cause the engine RPM to increase and therefore air flow across the engine will increase (the pistons will still draw air into the chambers and exhaust it), this in turn will cause the turbo to spin up.


The whistling noise however shouldn’t be too loud as this can be a sign of an air leak or turbo imbalance.

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'02 X5 3.0d, Auto, Topaz Blue