Sometimes the door needs to be adjusted in to push in the switch more. Leave the dome lights on "door" then close all the doors and one at a time give them a push once closed and hold and see if the dome lights turn off and the dash indicator shuts off. May help to have someone sit inside the cab and watch the indicator. I see this all the time.
You could just have a bad switch too. I also check them one at a time. If the indicator doesn't go off when you depress it then it's FUBAR.
You guys rock! Thank you. I have been opening and closing the doors for days trying to get the light to go off. I didn’t even know the window opened. My locks were frozen so I had to fiddle the lock and obviously opened the window without noticing.