My car has the glow-plug relay there and no vacuum transducer. But when I shut my car off, there is also quite a bit of noise produced by one of the transducers under the hood. It surprised me the first time I shut the engine down with the hood open, but I don't think it's abnormal.

The door locks are run by the PSE pump under the rear seat, and not related to the vacuum running to anything under the hood.