There is a post about the light not coming on at all, but the relay still functioning - it's not that old of a thread.
Like BHD said, the light doesn't have to function for the relay to work. Listen for the relay to clink off. (this can take up to 90 seconds)

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It is a truism that almost any sect, cult, or religion will legislate its creed into law if it acquires the political power to do so. Robert A. Heinlein


09 Jetta TDI
1985 300D