Same thing happened with my 05 WK
This same thing happened to my 05 WK. However, I had been using the CD player for awhile and then all of a sudden the CD's got stuck and it began making the noise your are describing when I unlocked/opened my doors. I would guess that while you may have not put any CD's in the player, the prior owner had and they got stuck and they just left them there.
As a temporary fix you can actually removed the CD changer unit from your radio and the other features (radio, sat radio) will still function correctly. It's a pretty simple process. If you want to use CD's, you'll probably have to get a new CD changer mechanism for your radio. Hope this helps!