The gear selection indicator is on only when in manual mode. Just because the shifter is pushed to the side doesn't mean it is in manual mode. You need to tap up or tap down to put the trans in manual mode. Otherwise it is in sport shift auto mode.
Problem solved. Shift indicator light on an automatic transmission . The light on the console shifter is controlled by an intergrated circuit that is part of the instrument cluster.
The only solution was the whole instrument cluster had to be replaced. Lucky it was under warranty.