12Johhny and I were VAGging his truck a while ago and noticed the same thing. In the end, he decided to change it back to stock to keep the DRL light indicator.The lack of DRL indicator seems to be the usual result of the DRL to MFI vag. Even after I "activated" my rear fog, I could not get the indicator. It seems those little lights are a funny bunch.
No matter how many times or how many different ways we tried, we couldn't get the DRLs in the MFI AND allow the halogens to come on with the high-beams.