Hi,
The noise is actually caused by the steering wheel lock engaging. As these are keyless start cars, there's no key barrell which normally houses the locking mechanism.
Once the car is stopped, and the drivers door opened, the system detects you are leaving the vehicle and locks the steering for you. My 2010 Hyundai Santa Fe 2.2 R diesel did that as well, and it too had keyless entry and starting. Weird sound huh?