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on some vehicles this light can stay on with no ill effects, but typically it indicates that the car is not properly entering "sleep mode"
sleep mode is when the car is off and all systems have fully shut down (about 20min after turning it off, locking it and leaving it) and battery power is conserved.
for the car to not enter sleep mode, this is usually cauased by a failed electrical component somehwere on the vehicle.
over time, this can cause the battery to drain
I would suggest that you have a current draw test preformed to identify the amount of draw, and if it is significant, further testing carried out to identify the culprit.
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