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X5 will not fall "asleep" draining battery

I have a 2002 BMW X5 and something is completely draining the battery. It is a brand new battery with a 6 year warranty. I had a new alternator put on about 6 months ago. I read on the internet that my car is not “sleeping” the light on the transmission shifter (shifter knob) when the car is in park or reverse stays on at all times. It is supposed to shut off after 16 minutes but instead my car is staying awake and it is draining my battery. Is there a fuse I need to unplug or a wire that I can disconnect?