I am guessing that the new wheels have new tpms sensors, or the tpms sensors from your stock wheels in them? If there are no tpms sensors, then the light will not go away. If there are tpms sensors on the new wheels, you need to take it to a shop to have them recalibrated to your new wheel/tires.
Same thing when I went from my stock 17x8 wheels on my old wrx to 18x9.5 wheels with 255/35/18 tires. They hooked some little machine up to it, recalibrated them, and was good to go. Took them 5 minutes.
Same thing when I went from my stock 17x8 wheels on my old wrx to 18x9.5 wheels with 255/35/18 tires. They hooked some little machine up to it, recalibrated them, and was good to go. Took them 5 minutes.