My yr 2000 E320cdi continues to sound like a jet engine after I turn it off. This goes on for quite a time i.e. several minutes.
It is not as loud as an rb211 jet (obviously) but has the same kind of spectrum.
I should be more analytical but it seems to happen more after short journeys than long journeys where the car is really warmed up. It also starts loudest and then gets a bit quieter.
I have no idea what the noise is.