I scanned through the lighting section of your FSM and while everything else in the passenger compartment is lit it doesn't appear that the steering wheel switches are. Scan through the schematics starting on page LT-120 and again on page LT-163 to verify for yourself. You'll recognize the symbol for a light in each of the modules.
Sorry to say it but the stealership might be right this time. Don't feel bad. The 90-96 Q45 lacks the same lighting on the steering wheel.
http://www.nicoclub.com/FSM/Q4...t.pdf