Geez, very strange. I have no suggestions.
You are doing nothing wrong.
You're not getting even one blink?
By the way, that led will show fault codes for anything related to smog issues. Your check engine light would have to be on, too, to have fault codes related to smog emissions.
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".