Just replaced the cabin air filter on 06 WRX. This box was in front of it, mounted to same bracket as the headlight auto leveling ECU (rotated 90 degrees in pic, was vertical). Watched some videos of people replacing the filter and none of them had this box in, so wondering what it is? Cheers.

 

Your sigma alarm ECU in its security box.

 

Cheers Don

 

Looks the same as the one on a classic but in a different location, probably secured with an unfeasibly long tamper proof torx screw and nyloc nut.