You pretty much answered your own question (although you don't mention a precise figure?) there is quite a power difference between the two, therefore one side of the warning light has greater power than the electrical supply, which supplies the other side of the bulb.

This is usually caused by old wiring which has resistance etc, thus increasing the load means even less power avaliable.

With the lights on, measure the power from say, the cigarette lighter, what is the figure, I suspect a discrepancy between that vs power @ the battery?

The warning setup is very basic to start off with and dosen't really tell you anything.

Martin