That is scary. can i unhook it?
Oh, it's not likely a company's going to bother to pay attention to the tracking on it, once it's been sold.
It's definitely this. I found a similar device. In the step 2 picture. It looks like what you have. According to the instructions there might be another box too.
http://dynaflowacceptance.com/forms/dealer-forms/GPS Installation 031010.pdf
Based on this rather awesome find, given the lack of that 5-pin being actually connected to the GPS there, I'd guess that you're safe to pull it. To be on the safest side possible, you could look over the ignition wires to see if the I/O cable and relay are spliced in, but since it's not already attached, just dropping it from power should leave you a bit less tracked and your car in running order.
Also, based on that info, I'm sort of hopeful that the serial plug there's a straight, standard, GPS data dump... in which case I would very much want it. Chris laid claim to it first, though, at least for investigative purposes.