I just bought an '07 RX-8 about 2k mi ago and for some reason my oil light is on.
Here's what happened, I took a 200 mi drive to NC from Charleston and checked my oil to notice that it's a little under full so I topped it off and then the light came on. After driving for a while it turned off and stayed off until I did an oil change the following week. Now it's on and stays on.
Checked to see if it was overfilled, clean out the MAF sensor, no oil in the intake.

 

Could be a failed sensor but yours isn't in the recall I think that was for 04 and 05s but still in the realm of possible.

 

Yea here is the TSB information on the 04's. Granted that's not to say that a sensor wouldn't fail on other MYs: https://www.rx8club.com/attachments/...el-not-low.pdf