The lamp out indicator looks at current flow to each bulb..... There has been a problem with corrosion between the bulb base and the socket..... this high resistance can change the current flow and turn on the lamp out indicator... .
Check with your auto parts store and get a tube of dielectric grease, clean the socket, and the connectors on the bulb, grease them and re-install... . I'm guessing you'll find the lamp out indicator will go out... .
I have 3 of these trucks and had to do this to all of them.....