Is your third brake light in the rear window or on the trunk lid?, because thats where the wires for my third brake light go up. If your brake light is there and its an led light I would suspect that it is a mini-transformer for the light strip.
I too was wondering what the hell it was. Worked under it for a few hours rewiring audio equip in the trunk. Noticed a sticker on the unit with numbers. Maybe someone can pull then numbers and run them on gmpartsdirect to see what comes up?