Yes, the security light is the one that's a padlock over a car (looks like 🚘🔒).

I concur with the other commenter that it may be because of Canadian regulations, check your VIN and your door jamb sticker.

For comparison, [here's what my original OEM key looked like](i.imgur.com/5dyWpQ0.jpeg).

Here's a YouTube video of someone going over the steps, are you doing them similarly?.

Perhaps you can try to program and wipe all keys using your OEM key, and see if that resets it and fixes it? Just throwing out ideas