Hello and thanks for using Just Answer.I will try my best to help you with your question.
The light that looks like a car with a lock on it is the Anti-theft PATS light. If it is flashing when you try to start the Milan, your system has detected a PATS problem and will not start the vehicle.
Let me know if the vehicle starts.
No. It will not drain the battery. The voltage is way too low to do that.
It is designed to alert the owner and any car thief that the vehicle has an alarm system.