looks like a security device. Seeing you are in CA Id imagine you either bought it used and it was added by previous owner or the dealer added it to the car as it seems most the stolen cars you see on this forum are in CA (mostly in Bay area though)
I had something similar on a used truck I bought and it came unplugged and I couldn't get the truck to start. I thought we were stranded when it happened until I luckily noticed it wasn't fully connected. I had no idea what it was until that happened and i looked it up.
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