Kinan said:Because the sensor can only detect current when the bulbs are on?
Regarding whether halogens consume more or less current than oem I can't tell in your situation, I don't know what you installed. I only try to point out that what was installed isn't the same as what was there before and will draw different current. The sensor detects this different current and illuminates the dash light.
Have you tried putting the stock bulbs back in to see if the problem goes away?
Here is the description of the circuit from the service manual. I don't think it has anything to do with change of current. Rather whether or not there is continuity in the circuit to keep the Orange/White wire grounded.
The system works fine with the stock bulbs. The halogens have significantly more current draw than stock. Perhaps this is causing the relays in the failure indicators to work erratically and trigger the warning light.