Should Security light work in 96 LT?

I noticed I have a security light,but it doesn't work in my 96 also when I changed my oil and did a flush the oil light never came on when some meat head turned my truck on with no oil in it for about 30seconds when I yelled at him to shut the truck off.

Why didn't that warning light come on to let him know there was no oil in the truck?

My 96 does not have an oil light. I also with that it had a low fuel light also to help remind me.