All you have to do is watch your RPM at 65 mph when you push it on and off, RPM go up when it is off. My 96 V10 works the same way. The reason the light is on is a visual warning that you have OD set to off as you will get worse gas mileage running the higher Revs.
Also, why have the light lit full time when it is in its normal operating status of on. This applies to many vehicle functions. Normal fog light position is off, lights up when on. You will find many things on vehicles where the light is on for the NOT normal condition. So for instance, my wife's Jeep has lane control. I never use it, light is lit when off. Same applies to Sport mode, normal is not sport mode, light is on when in sport mode.