Why do we have a loose gas cap light?

[NCMazda6]

Just like the title suggests, why is it there? My reason for this that last week my check engine light came on. My code reader said large vacuum leak...p0455 I think. I reset it and all was well until Saturday when it came back on. Same code. Car drivability was fine, mileage was fine. Curious. So I go to fill my tank and when I open the gas door, my gas cap fell right out. Either I forgot to tighten it last fill up or my subs knocked it loose. But why did my gas cap light never come on? Makes no sense to have it if it doesn't warn me my cap was off!

 

[2.0_Mazda]

I'd be surprised if the 6 has a gas cap light. CEL is normal for this type of issue.