It is just because you have turned the engine off whilst it was in the middle of doing or had just finished a regen of the DPF filter. When the car forces this to happen, it heats the exhaust up to a higher than normal temperature to burn all the stuff off in the DPF filter. You can spot this happening sometimes when you stop in traffic and the engine revs sit on 1,000 rather than normally it is
lower. If you stop the car and the exhaust temperature is still high, the car will leave the fan running for as long as necessary to bring the temperature back down. The regen is unlikely to have completed so the car will look for the next opportunity to do one when the correct conditions are met (what the car can't do is predict the future and work out you are going to end the journey).
So nothing to worry about at all, but if it is happening on EVERY journey, I would suggest you are doing too many short journeys and never let the car complete a regen. Potentially the filter will get clogged in the future, so I'd suggest taking it for a nice long blast down the motorway. Once up to temperature, 10-15 minutes at good revs (I think over 2,000) will get a regen to happen.
