Picture show ride height sensor only. That particular sensor arm is in the correct position. However, if the X was up on a hoist it could be any one of the sensor arms is reversed. If a sensor has been reversed and you correct the problem, the light will not go out until you have driven the X for some distance. To correct a reversed arm jack up that side of the X until the tire is off the ground and you should be able to just push it into the right position. If you let the X down slowly it will likely stay as positioned but check it anyway. Of course, you can also disconnect one end of the link to correct the sensor position.

Was it the same other lights when you got back from Autozone?

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X5 4.6 2002 Black Sap, Black interior. 2013 X5M Melbourne Red, Bamboo interior
Dallas