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Nav Models do not come with a security light.
I had the dealer bring in an alarm company, had them install a bright blue LED &
yank those red ones out in the doors & install brite blue ones,
He also installed a shock sensor. The blue one stays on when the engine shuts down.
Did the light stay on or just flash on-off?
If it stayed on you may have to bring it in to get serviced.
If it flashed on then off you may have accidentally pressed the lock button on the fob while it was in your pocket.
The light came on after about 1/2 hr of driving steady and would not go out even after I pulled over stopped the engine checked both doors, hatch and restarted it. The following day all was OK, so far no repeat.