Your dealer needs to finish the job.
On the '05 cars the left stalk is replaced with one with a red tip that flashes when the alarm is active. On previous years the alarm indicator was on the right stalk but was moved to the left when the low washer fluid indicator went into production.
The part number for the stalk with the red LED depends upon the car's configuration. A couple of weeks back Motoringfile had an article, incuding a link to a pdf file, of the install instructions for the factory alarm on the convertible. While the instructions would differ somewhat for the sedan, the part numbers for the correct stalk are noted in the pdf file. Since these are instructions for the convertible you should verify the part numbers to be sure they are the same for the sedan.
Look
here for the article.