Yes. If you park up, turn off and sit in the car, there is all sorts of stuff still happening for a while. Mine certainly whirrs etc on its own. All normal.
Sounds like a servo running for a second or two? If so, it is probably the parking brake adjusting itself. It happens a couple of times after you leave the vehicle to adjust for contraction as the brakes cool.
I think It's the vents closing. My mate was sat in my car when I grabbed some stuff and he asked when the weird noise was. I also had it in my old shape z4. I'd be more worried if I stopped hearing it to be honest!