Steering wheel light with exclamation mark
 

Not sure if I didn’t notice this before, but today I started panicking when I saw it being lit red.
It happens when I power on the car (first press sets the chair and wheel to driving position and nothing happens, second press turns radio and console on and this is where this light goes on and stays on), but don’t start the engine. As soon as I start the car it goes away.
Is it normal for steering wheel light to be on when power is engaged but the engine is shut down?