Perhaps the indicatior circuitry tests both components of a circuit and if they're different, lights the warning. Both on and both out are equal, of course. Fix your fog lights first before worrying about the lights out system. This is, of course, NOT a headlight switch issue.

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Kent Christensen
Albuquerque
'07 GL320CDI, '10 CL550. '01 Porsche Boxster
Two BMW motorcycles