It doesnt have a warning indicator. Here's the thing.
1. If you put it in auto, obviously it'll go off.
2. If you manually turn it on and off, it can either turn off after 30 seconds after locking the car, or (if done a certain way) after removing the key and openning the door, it should turn off.
Not sure how or when which one will happen if you go with option number 2, but guaranteed that if you manually turn on ur lights and forget to turn them off, they should go off after 30 secs or maybe a minute the most.