What do they do?
The aux contacts are normally open and the device is MR PQM 500 reactive power compensation system.
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The aux contacts are normally closed ...
This is unlikely. I suggest that they are normally open and close before the main contacts do.
You haven't provided a link for the MR PQM 500 system but I suspect that it is a capacitor bank with a controller which switches the contactors to switch in capacitance as required to bring the power factor closer to unity.
There is problem when switching in capacitors. If the mains voltage is close to peak at the instant the contacts close a very high current will flow with resultant arcing, etc. because the discharge capacitor appears like a short-circuit. To prevent this a special arrangement is employed: