The sound I get from my bimmer is a short one or two seconds "pump" sound, even when the car is completely off. It happens everytime I open any door. It might not be the same sound you are describing. It doesn't bother me; it makes me think the bimmer is "knight rider." It's a alive.

 

Only when it's having a good day...does it hum, I mean.

 

I understand from the dealer that the air-con always switch to ventilation air intake when the engine is shut down. Could this be the cause of the noise?

 

A "hummer" in the front seats? Sweet!

Anyway, I also get a very short 1 second hum-type of noise (it sounds mechanical in nature, that is something moving/turning) after unlocking the vehicle with the remote. I'll also get it when I exit the vehicle and close the doors (before engaging the alarm). Like others have said, it seems to be coming from the center console.

I'm almost positive Bimmer32 and I are describing the same thing, although I'm not sure if it's the same noise described by the OP.

For what its worth, the vents closing to prevent air from the atmosphere coming into the cabin sounds like the most logical explaination at this point.