steering wheel button lights?

Hi all. New to this site so sorry if this has been discused. I just bought a 2003 nissan maxima. There are a few switches that do not light up when headlights are on and I was wondering if they are supposed to or not. Any help would be great. Switches are---heated seat switches--auto seat cancel switch--all steering wheel buttons cruise and radio--power window lock button--and seat memory buttons. I want to know if any of these are supposed to light up before I go taking things apart to change bulbs that might not be there.Thanks in advance