Flashing Lights next to the Gear Selector

What is your question?

My 2005 Golf GTI DSG has an rare issue that i found out, when my car is off and key is out of ignition, the Lights next to the Shifter is flashing in the gear that i left it in. When i shift to R, D, N, S it flash when i select that gear. The Center console display is not flashing the common DSG Of death... Unable to sort this out as i when to a Mech to check codes and nothing came up. Hope you know what i am talking about... Its the Red Lights that shows you what gear you selected next to the Shifter... Please help if you know the issue Thanks Im From South Africa...