As you suspect, the vibrating noise at the left rear is the air compressor for the load leveling. Assuming it behaves the same as my '98, it will come on whenever the load in the rear is increased, even with the ignition off.
As for the light staying on. It probably was on the night before and was not noticed. There is a provision in the electronics on the vehicle that will shut off power to all the interior lights after some time (don't know how long) to save the battery. So the light would no longer have been on in the morning, but would have reactivated when you opened the door or started the vehicle.