The bulb-out monitoring module basically compares the current used by
the wires.  So if the bulbs in the matched locations are different (US
vs Europe), the monitor may still think one is burned out.

I have seen a VW Beetle with both stop lamps out but the monitor did not
signal.  Why?  Both sides 'draw' the same current: zero!  However, other
makers may have smarter design, like comparing with predefined value.

Another possibility is there is still a burned out bulb that you have
not found.  For example, license is the one most people forget.