The metal wheels are “flanged” essentially they have an L shape on the inside of the track to keep it from sliding off. In a perfect world the cone shape of the wheels would do this but nothing is perfect. Slight bends and uneven bits of track can push the wheels in one direction or the other, causing the track to come into contact with the flange of the wheel. Curves will increase the chance this happens as the train is already being pushed to one side by inertia. The north line is full of bends as it was made to follow the street above.
This happens to every train, but high pitched sounds don’t travel very far. But underground those sounds get reflected and amplified by the walls of the tunnel so they travel and build on each other to a nice loud screech.
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