as long as message doesn't come on when you start the car, your AWD is working. You may want to have car checked/scanned for diagnostic codes (you can have onstar guys do it remotely).
Mine did this too once some time ago. I had car diagnosed later, they didn't find anything wrong. Message hasn't come since (knock on wood!)
What an irony! This morning after I wrote the above reply and went out to bring the kids to the daycare, I got the "Service AWD" message again As with the first time - after a 5 minutes drive back home, after I restarted the car - message did not appear back. I went on the street "to ensure AWD is operational" - read to try it on the snowy road - it indeed worked as expected.
The trend I notice is it was very cold - like -15 Celsius - both now and the first time I got the message. Back then I spoke to the service advisors about the matter and after they scanned the car and did not find anything, they suggested it could be related to the cold weather, but as long as the message does not come on - not to worry. Well - now I begin to worry sort of as I saw the message for second time now.
I have had the same issue with the awd. I was at the dealer today and they said the same thing as they told you, but they said next time it comes on call onstar or stop at they dealer while it's on so they can diagnose it. But I don't think it's anything considering it just comes on when it's really cold.