It acts differently between 2.1 and 2.2.
I got my DX with 2.1 and, when shutting down, it always said "Loss of service" when the radio shut off and then it simply shut off. No vibration.
After 2.2, it no longer says "Loss of service" but instead beeps once, quickly vibrates, then a few seconds later before finally shutting off, vibrates a second slightly longer time.
In Settings, Sound, if I change Vibrate from Always to Only in Silent Mode, the first vibration goes away but the second longer vibration still happens.
It's annoying to say the least. Doesn't need to vibrate at all in my opinion.