I found the same thing! I couldn't understand why my alarm kept going off, and someone on this forum suggested I look for the shock sensor and sure enough there it was!!! I didn't ask for it, didn't pay for it, nor did it show up on the window sticker as an option!?!?!
If you can look under the dash - actually just left of your left foot to see if there's one already there - you can see the unit quite easily (about the size of a deck of cards). I had to turn the sensitivity down, but it's set that if someone opens a door into the side of my car it will go off.
As far as the wind deflector, those are really ugly!!! IMHO. Besides, I beleive there's a small sprin-loaded metal bar that pops up to prevent too much wind from entering the car. I have a sunroof and don't think there's too much wind with it open.
BTW, $400 document fee!?!?! That's nuts! They make plenty of money on the car (holdback, warranty work, etc) I'd tell them you'll look for another dealler that doesn't have such BS fees!!! I'd bet they'll drop that if you tell them you're not interested.