1992 Deville Security System

I recently purchased a 1992 Deville and I'm trying to figure out if it has the optional security system or not. The owner's manual says to test it by rolling down the window and locking the door with the power lock switch. Then unlock the door from the inside and open it with no key in the ignition and the alarm should go off. I tried this and nothing happened. However, I noticed that when the key is in the ON position and the car does the bulb check there is a security light that illuminates. I have a feeling that I have the security system but its broken. Does anyone know anything else I can check to make sure? Thanks.