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It may take some time for the light to go out, it is good you have no codes.
The computer does not look at miles driven in determining whether to keep the light on or turn it off. It looks at "cycles." A cycle is a trip that begins with a cold start, continues until the engine is warmed up, and possibly includes other factors as well such as attaining a certain minimum speed or idling for a certain number of seconds. Your light will go out after your car runs a certain number of of cycles without the fault recurring. If you go out and start the car and drive it 500 miles before shutting it off, that's one cycle. And if you take 7 short trips where the car never cools down between trips, that might not count at all.
So you can see that it may take a few days for your driving to include the right number of trips that the computer will accept as valid cycles.
I would give a little more time, if it will still not go out I would have it checked out.
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