My brother has a Vectra 1.9 CDTI and tells me that his does the same, so I imagine it's okay as the car starts with no problems.
You can probably also hear from the video that the Aux belt makes a bit of a swooshing noise when the car is cold......it was replaced about 2K ago at Oxford Saab (72K service), but I have had a load of cars that have done that over the years.
Mr L.