The "Bulb out" warning system is activating the dash light. This is because the led bulbs pull less current than the standard bulbs and the ecu senses the lack of current and presumes the bulbs have blown. You need to fit resistors to the earth side of the wiring to the bulb to simulate a higher current draw, and the y should work. The place you got the bulbs from should be able to supply the resistors as it's a common issue.