This light should come on briefly when you turn on the ignition, as a check to show you it is working.

The service four-wheel drive light comes on, except for the SS model, to indicate that there may be a problem with the drive system and service is required. Malfunctions can be indicated by the system before any problem is apparent, which may prevent serious damage to the vehicle. This system is also designed to assist your GM dealer in correctly diagnosing a malfunction.