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Random pre-conditioning.

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I'm presuming the OP is a new owner and does not know about it. That update keeps the fan running to dry things out (not for cooling). It is another possible cause.
I too made the assumption that the OP was new, so this "feature" is not an update, it is something that has existed for the entirety of the OP's ownership.

And the "fan for drying out the AC" was already mentioned by @jjrandorin in post #3 above, so this was not "another" possible cause: it was already covered (and is most likely what the OP is hearing).
 
I too made the assumption that the OP was new, so this "feature" is not an update, it is something that has existed for the entirety of the OP's ownership.
I'm referring to the update for clarity as that was when the feature was introduced. It is not an explicit feature, so the update is the only reference to it.
And the "fan for drying out the AC" was already mentioned by @jjrandorin in post #3 above, so this was not "another" possible cause: it was already covered (and is most likely what the OP is hearing).
He said "probably cooling down", that's a different reason to run the fans than drying out the AC.
 
The car sounds like it is pre-conditioning 3 minutes or so after I lock it up. What's with that?
So, here's the (almost) full story on the answer to your query, condensing the information in many of the posts made up until now:

The fan you hear blowing after you exit the car is nothing to do with heating the main battery (aka, "pre-conditioning"). After the car had been in production for some time people started noticing a dank, musty, mildewy smell inside the car. It was thought that the smell was originating from the A/C system, namely build up of moisture (mold) on the condenser coil. An update to the system software was created which would try to solve the issue by quickly evaporating the moisture by running the fan for a short time, instead of letting the moisture just sit there and go away on its own. I think that's the sound that you're hearing.