As marctronixx has stated, the sound you're hearing when shutting off the engine is normal. My QX80 does the same, even a more pronounced sound because of the aFe CAI. I rather hear that sound because that also tells me the throttle body plate has closed in its fully seated position.
When you changed out the parts, did you perform the closed throttle position relearn procedure? Followed up with idle air volume learning procedure?Anytime the throttle body is removed from the intake manifold, when the TPS is replaced or unplugged, these procedures should be done afterwards.
"I may think I have inalienable rights to be alive and happy but I don't - life is a blessing."
- Terrence McNally