All the dash lights should go on momentarily to show the driver that the indicator bulbs work. I don't believe they all go on and off at the same time. The brake pad wear indicator light is probably behaving normally.

I don't think you would have posted if you didn't sense you had a problem. Did the light behave differently before, or did you just acquire a pre-owned vehicle?

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95 E320 Cabriolet, 169K