I don't understand why my battery light is still on in my 2009 Chevy Malibu

Go through all the cable connections and harnesses. Clean the anodes and use dielectric grease on the terminal connectors. Check the grounds are in good shape. There isn't a fuse for the alternator in the fuse box, but there is a fusible link, a fusible link is an inline fuse sealed within the cable, it's designed to blow in the event of a severe short. Most of the time when a fusible link blows it cuts off all power to starter or alternator period. But you can check those cables with a voltage drop test to see if they are degraded. Google "voltage drop test" for a how to or see pic below.

Thank you! We will try that and let you know how that goes!