By "gear change" do you the mean the shifter? That is the common term in the U.S. for the lever that is used to change gears.
Is that picture of a trailer on a button? Or is there a button near the picture? If so, it may be the button used to tell the vehicle's computer that it needs to alter the parameters for the shift pattern. When towing, the transmission will generally shift a little later which means the RPMs of the engine would stay a little higher. This allows the vehicle to not bog down and while the engine is spinning faster, it is actually less stressful on the drive train as a whole.
If there is no button near there, perhaps it lights up when the "tow" button (located elsewhere) has been depressed.
If neither is the case, then I have no idea what it is for.
2011 Georgetown 337
2009 HD FLHTCU
2007 HD FXSTC