Was it purchased used ?? or new ??? if used it may have had security before and the pods weren't passed on with the car and you can go to your local dealership and purchase them...or if purchased new it was able to have one put in there but it was not installed but the option of the light was installed not as an option.
My husband has a buick park avenue; the security light came on once and didn't go off; we went to the dealership and they opened the passenger side door with the key that unlocks the doors; the problem was when the doors were locked someone stuck there hand inside the door to unlock the car which triggered the security system.