No, the Altezza doesn't have a security light. The only other difference is on the left dial, it only has the battery light to the left, no rear light indicator.
Once you undo the two torx screws the airbag comes out as one unit. You can't really drive around without the airbag screwed in as it keeps falling out when you turn the wheel (i know I've tried) . It is unlikely there is a rattle happening under the airbag but you could have a look.