I don't know that module. Does it have a light or any beeps?
Casios have the same thing with a little spring connecting the case back to something deep inside the module. This is required for the lights and beeps because if you lose the spring, no more extra sensory stimulation.
It has both and all function work on the module when out side the case! I at first though that it was an electrical insulator, But two things changed that, one it's conductive and secondly the battery clamp has two fingers that push against the metal part of the case back!
Solved, it's the speaker for the alarm : should have dawned on me :-[ answer is, if you pass a current through a piezoelectrical element, it vibrates, noise! conversely if you flex/vibrate a piezoelectric element it produces a current!!
So nhoJ you were right, that extra sensory stimulation, vibration and noise!