As the others said. It is either a vacuum leak or the Vacuum Switch on the Sterring Colum Lock is not working right.

Go to Autozone and see if you can get the free rental fuelpump Gauge that is also a Vacuum Guage.

Disconnect the Vacuum Line at the Vacuum Shutoff on the Fuel Injection Pump. Start the Engine. Connect the Gauge to the Vacuum line you disconnected and should see no Vacuum on the gauge.

Leave it connected and turn the Key in the off position and then quickly look and see how much vacuum is on the Guage. Tell us what reading you get.

Also find some place to connect the gauge where you can read the vacuum from the main line. Becareful as the platic nipples on the main line break easily.

If you want to try with out the Gauge disconnect all of the vacuum lines that go through the Fire Wall and plug off the Vacuum side. Don't worry about the Black line as it is a vent line.
If it shuts off as it should like that you indeed have a leak somewhere inside of the Car.

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84 300D, 82 Volvo 244Gl Diesel