That's a combination of those same gaps and gaps in the transformer laminations where the laminates don't line up perfectly around the edges (they flutter ever so slightly) and inside the stack if a sheet isn't pressed perfectly flat or the lacquer isn't applied evenly.
Also, air-cooled transformer windings are installed such that there are deliberate air gaps between each coil layer. Spacers are inserted in between the gaps for some structural rigidity, but there is enough remaining flexibility to vibrate.
