On a cold engine, glow plugs are supposed to remain powered for several seconds (even a minute) after the engine starts. This "after glow" allows the engine to run much smoother until the pre-chambers heat up. The glow light on the instrument panel is just an indication for the operator. For example, when the light goes out (on cold start) the glow plugs are still powered. On my tractor, the light does not come back on after start, but there are probably several versions of glow controllers that may work differently, as far as the light is concerned. As long as power to the glow plugs shuts off within a couple minutes after start, that's how it's supposed to work.