2000 x5 automatic

I just noticed today that the orange light on the shifter stays illuminated after all doors are closed and the interior light has gone out.

I just happened to notice it while I was walking past it.

I've only owned it for less than 2 weeks.

I'm guessing this is a definite battery drain.

Is this light suppose to go off when the headlights are turned off or when the interior light fades away?

Thanks in advance.

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2000 X5 4.4i w/ 150K miles.