Does the sound change with vehicle speed? In other words, does it get faster or slower as you go faster or slower? You're right about not really being able to tell although you were only driving at a steady state speed so any changes weren't obvious either. And given the question about changing with speed, is it related to road speed or engine speed? i.e. if you heard noise X at 50 MPH in 6th is it different if you downshift to 5th or 4th?
Obviously there are many mechanical things it could be like a bearing or CV joint (do they have them in the Cooper?) If it doesn't change with the engine speed, it could be air related and something in the grill are could be resonating.
Just thinking out loud here.
