Well welcome to the Forum/Board!! What part of world are you from...and most importantly, what year and how many miles?
I think mine does the same, lol - havent bother fixing as it doesnt bother me.
This place is super useful, use the advanced search tool and you will find info on just about everything.
This thread is re: TSBs so highly doubt this would be addressed here. Perhaps its meant to stay on - i know the door/courtesy lights do - which kinda bothered me at first when cleaning the X.
Cheers, enjoy your ride!