That turbo indicator light should only come on when the turbo is producing positive pressure in the intake manifold. It should be off when cruising and at idle, i.e. when the manifold is seeing negative pressure or vacuum.
When you accelerate or if the engine is under heavy load, the light turns on to show that your turbo is producing positive pressure.
If your engine is electronically controlled, the ECU uses the pressure sensor to determine when the turbo is producing boost, and adds more fuel to make more power. You should see better economy now that the light is off under normal driving/idle conditions.