All good points, but did you check your tire pressure when the tires were hot? The sensor will alert you if the tires are off by 10%. So if you checked them when the tires were hot, that might be your difference. Make sure you check then when they are cold.
Yes the pressure was checked when cold. The sensors are supposed to activate a warning when pressure drops 25%. At 33psi, that is 26psi. Knowing that pressure increases and descreases as temperatures change, a 25% difference is a lot. My point being that unless you ignore your pressure and let your tires drop to 26psi, you should never see that warning icon. I'm guessing one of the sensors is faulty.