When I had my car on dyno few months ago, we got it off, and it had a bunch of lights on, but they went away after a few minutes. Same thing happened when I had my car on a little dyno to get it smogged here. No problems.
if your alignment is off so that the steering wheel is not straight the computers think that you are trying to turn the car but it's going straight. if it's not a sensor that is unplugged or broken, i would have the alignment done and see if the lights go out.