2004 Dodge Ram battery draw

So we have a Dodge Ram that was acting normally. Now when you go out to
start it, the battery is dead. I charge up the battery a few times, each time the
truck started no problem.

Decided to check for an electrical draw. Took off the negative battery wire
and put a test light between the negative cable and the negative post. The
light came one.  When I went into the truck I heard a faint buzzing and
noticed a red light on the dash. Light is to warn you the transfer case is
engaged or something like that.  When I reconnect the battery, buzzing and
the light goes off.

So I can't figure why the light and buzzing doesn't happen when the battery
is connected, but does happen when I put a test light between the negative
cable and the negative post. So I'm assuming the problem is related to the
transfer case switch, but doesn't happen unless I do the test light test.   

Thanks for any help