You must be replacing the brake pad sensor too, which tells you that brake pad is finished. Along with brake pad, sensor also get rubbed with disc and after reaching last point it start touching the brake drum and send signal in dashboard for change.
Is this the first time you have changed the brake pads, as its quite common in almost all Audi's.
The brake pad warning light is designed to come on when the front brakes wear down to about 25% left on the pads. It is triggered by an insert in the pads that has two wires attached. The wiring and pad is part of a ground loop that starts at the instrument cluster, goes through both brake pads and to ground. Once this path is broken, the brake pad warning light comes on.
When installing new pads with built in brake pad wear sensors, just hook them back up when performing the brake job and you'll be on your way!
However, many aftermarket brake pad sets do not have the sensors installed. Therefore, the old sensors must be cut off the old pads, the wire insulation stripped, the wires twisted together, wrap them in electrical tape, fold them over and tie wrap the whole thing up. Then plug it into the car side harness. This maintains continuity in the circuit, which will prevent the brake pad wear sensor light from coming on.