Originally Posted by PluckyPurcell

Upon shutdown the Z electronically drives a pin into a notch inside the steering column to completely disable the steering wheel from turning. Press start and the pin retracts. That's the sound you hear.

From the owner's manual...

STEERING LOCK (if so equipped)
In order for the steering wheel to be locked, it
must be turned about 1/8 of a right or left turn
from the straight up position.
To lock the steering wheel, push the
ignition switch to the OFF position. To
unlock the steering wheel, push the ignition
switch. If the steering lock release
malfunction indicator appears on the vehicle
information display, push the pushbutton
ignition switch again while lightly
turning the steering wheel right and left.
(See “VEHICLE INFORMATION DISPLAY”
in the “2. Instruments and controls” section.)