I noticed yesterday that when I locked the car the amber light below the radio on the lock button came on as usual, but in addition I noticed that the red 'message indicator' between the 'fuel' and 'temperature' gauges flashed red (approximately 1 second constant pulse); it goes out when I open that car.

This happens in the majority of ways I lock the car, either via key fob remote button, or key in door, single or double locked, although if I leave just one of the back passenger doors open, reach to the front and use the lock button on the instrument panel, close the door, the 'message indicator' doesn't flash and just the amber lock button is on. The manual doesn't reference that this is anything to do with the alarm being set although a Google search referenced that it maybe. When I do open the car the manual references selecting 'OK' on the left side of the steering wheel to view a new message (of which they list pages of....) but none are listed. My fear was my battery may run down if I didn't drive it for a few days (it stayed on for an hour or so...); the alarm does work as trying to work out what I may have done I have set it off while inside the car a few times!

I am hoping this is indeed an indicator that the alarm is set but just puzzled that I have not noticed it before; I do have the standard headrests and at home I park in my narrow garage so it's not in my eyeline when I lock it and I do the common 'lock' as I walk away from the car when out and about and 'open' it as I approach, so it's possible that I simply haven't noticed it in ten years of ownership and nearly 100k miles lol; note I have had it from new serviced only by the dealer, with no modifications.

 

Yes, it indicates that the alarm is set. It will always have been there but now you have noticed it.