I had this once or twice and figured it was s visual warning that the alarm had been triggered in some way?
But this usually happens when the car is being locked - so it will be before the alarm is even armed.
If you look carefuly at the LED the next time you lock it, after you press the plip, the LED will flash rapidly for about 15 seconds. During this period of rapid flashing, the alarm is not yet fully set, but the alarm system is actually checking that all its monitored components are giving the "correct feedback" (ie, all doors closed and locked, bonnet closed, boot closed and locked, interior ultrasonic sensor test for function, tilt sensor test for function, and so on). Then, after this 15 second delay of alarm testing and rapid flashery of the LED, if everything is A-OK, then the LED changes to a slow rate flash - sommat like one brief flash every 2 seconds. But if one of the monitored circuits is not correct, the LED stays on permanently.
Nothing in the manual and the dealer when asked hadn't got a clue 
Some stealers are more useless than Kerry Katona!

It
is a well known problem, and is a relatively easy fix.