I did a search and this is potentially the reason:
https://f87.bimmerpost.com/forums/sh....php?t=1339902
Response: BMWs make these noises, some are because the fuel pump gets primed when you unlock the door, I am not sure what the noise is when it locks beyond the actual locks but my 06 330i made weird noises when I locked and unlocked the car and every BMW I have driven since I got that car 09 has done the same. I can tell you its normal and nothing to worry about.
Response: Agree with others. BMWs have a lot of tech in them. Merely press the door lock unlock button and it starts a system of clicks and whirs and pumps going. I'm pretty sure at least one of them is a priming pump or lift pump for the fuel system.