That's the thing, to measure pressure drop across a filter, you need two pressure sensors, one on either side of the filter. Then (I guess) the ECU makes the calculation and turns on the light. this circuit would have to be in parallel with the water in fuel circuit, the one in the filter bowl that looks for ground when there is water in the fuel. I don't know of any such series of pressure sensors, but I am not at all an expert on CAT engines!
The point of my post was to say the same thing (water in fuel light on) has happened to me, right after the secondary filter was changed (its happened twice now). One time we were in Colorado and I had some white smoke on start up, changed the secondary fuel filter and smoke went away. No water in fuel light that time.