In case there's some confusion, please see attached photo -- with the headlights on, my sunroof switch (on left) is illuminated but the 4-position switch (on right) is not.
Ashman (or anyone) can you verify that 4-position switch is what is illuminated in your car?
The reason I'm double-checking is because I finally had a chance to pull mine out. I completely dissasembled the 4-position switch, and there is NO lamp anywhere for illumination. Luckily, I didn't break off any of those little plastic tabs off like I usually do.