Why would this be an issue?
Because it indicates low oil pressure. A warm engine on idle with an oil pressure light is a very typical warning sign.
If the Engine oil levels are normal (if they're not, this raises other potentially serious questions) then there are a few possibilities.
1. Oil passage blockages either within the engine or in the oil filter.
2. Faulty Sensor/wiring
3. Wrong Oil type.
4. Knackered bottom end, either bearings or rings (but rings are usually accompanied by clouds of smoke)
5. Knackered oil pump.
Diesels do have a habit of hiding serious engine damage more than petrol in my experience because they are noisier, smoke a bit anyway and run higher compression ratios and so if the fuel injection system is good, will happily self destruct themselves and still try to fire with half of the block exited all over the road...
If you're feeling lucky, go for it, but if it's my money, i'd already be 3 miles down the road. Doesn't seem like a game of russian roulette with a worthwhile prize.