On the sd and the 4.0d is not that much removed, the oil is continued to circulate after swithing off the engine to ensure that the oil lubricating the turbo is not fried in the bearings leading to turbo failure.
My sd often smells very hot when i pull it into the garage and the cooling fan continue to run also until a safe shutdown temp is arrived at. It's all this efficent dynamics, running the engine hotter giving greater thermal efficency, great whilst out on the road but leads to strange smells and heat in the garage!!!!