The Vacuum Shutoff on the Fuel Injection Pump moves the Fuel Rack into the no Fue position and cuts off the Fuel.
If there is still something coming in with intake Air that can burn; an example of this would be Starting Fluid (is Fuel); it will/can burn in the Cylinders.

(You might want to go to an internet site like Wikipedia and review how a Diesel Engine ignites the Fuel.)

So your Engine is runing off of the HHO in the intake system during shutoff.

__________________
84 300D, 82 Volvo 244Gl Diesel