What's that 'whooossssshhhhing' sound?

Recently had some work done on '02 Mazda including having cooling system flushed and serpentine belt replaced. The next time (and now every time) I drove the car and turned on the heat/cooling system there’s a ‘whooosssshhhing’ sound that lasts about 10-15 seconds and then winds down and stops. I took it back to the shop, they looked under the hood and could not detect anything. Any ideas?

I suspect that there is trapped air in the cooling system, and that it needs to be purged.
Take it back to the mechanic and ask them about purging the system of trapped air.