Wrong. YOu can do it yourself. WATCH FOR THE LIGHT and turn on and off various lights. The bulb out indicator ONLY comes on when the intended bulb is powered up. So if the light comes on, turn off the last thing you turned on, and you will see the light go out. THis is how you can track it down.

There is ONE exception, if a brake light is out, the indicator comes on when you hit the brake, but it does not go out till you shut the car off. It is the only 'latching' lamp out indication in the car. So you see, you can do this yourself, the engineers who designed the car thought of this.