I think it's just one of those GM things...

I've seen a Jimmy that had the 1 do it, as well as a Sonoma that had the P do it, neither of which have an alarm...

I've also seen it on a few full size trucks, an Express, and a couple cars...

 

The only trick to an aftermarket alarm is that wiring can sometimes get crazy. Most alarms just use jumpers from alarm power to a gauge fuse in the fuse box, and that can send a power surge when you arm/disarm/funtion the RKE. Mine lights up the dash lights and sounds the key-in-door-open alarm a few times. I've seen a few other cars come through the install bay at circuit city (proud ccity empolyee) that have some crazy miswiring on the alarms

 

It is a 5spd and it has no alarm system. The KM is lit inside of the odometer box