Security Light

On my 1997 GMC Safari SLT I have a Security Light on my Instrument panel. When I take a flashlight and shine it on the instrument panel I could see the letters spelling Security. The problem is that the lamp never turnes on when I start the vehicle and niether does it mention anything about it in the owners manual. The same thing for the Chack Oil lamp and the Door Ajar lamp. What is going on?