There are a couple of issues that could be the problem. There is a TSB for the TPMS sensors and system for the Sonata (http://jerrystout.us/sonata/tsb/tpms_mode_setting.pdf
), that could also apply to your Azera. You don't say which year your Azera is, but if a 2008 or older and the Dealership sold you new sensors, they may not be compatable with th old system. Also, the dealership will have a special scan tool (TPMS Exciter) that can sort out these problems. I think you need to take the car back to the dealership to resolve this matter.
If the new sensors are compatable, they have to be registered with the TPMS system using the TPMS Exciter scan tool. That is most likely the situation you have.