What make and model car? I'll look it up and find out where that warning light is on your car. EPA required separate check gas cap and check engine lights beginning with the 2000 model year because soooo many people felt having a loose gas cap trigger the check engine light was forcing them to spend money when all they had to do was tighten the gas cap.
I'm sorry this is just incorrect. Some cars have a separate gas cap loose light but they are not required to have one. None off recent cars have had one and they were all made after 2000.
Op heck the has cap and then take it in after the holiday if it's bothering you.