Some bikes are delivered with a fault where the brake light is permanently on. A trip to the dealer to fix is the usual response. One report was traced to a faulty ABS sensor which requires removing the tank for access.
Suggestion from Askar Aiteliyev on the Facebook group KTM 790 Adventure : “High pressure in the ABS line, make short 10 min trip with short braking front and rear. Will be fixed. Same will be done by dealer.”