It's a vacuum leak somewhere. For instance, in my 77 300d I have a minor leak in the hose that goes to the drivers door. If I open the door before shutting off the engine, it is slow to shut down. On my 85300td I have a bad diaphragm in the acutator that runs the footwell heating vents. If I have the heat on, that vehicle is slow to shut off.
It's fairly easy to trace down these problems with a Mity Vac.
1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13