Need a picture farther away to tell where the heck that is located.

My first guess was possibly a ballast for HID headlights, since that's about where it would be mounted (from your description). Not sure why anyone would take the bulbs out and leave that in though!? Never know...

 

Wait is that the bumper? If it is I knew I was way off!

 

You were right. In the day my park lights come on but no head lights... that's fine with me!! I also found that the egr is also unpluged... it's not throwing any codes, but this has been a very interesting few months. I'll post more about it somewhere else, but lets just say I haven't got to drive it to much because the shop the dealership took it to replace the powersteering pump couldn't ever get it right...