On both of the headlight switches that I have had for my Express (the original one and the new one w/foglamp switch) there is and LED that comes on when your headlights are on and then ther is another LED over by the DRL overide side of the switch (Circled in the picture) I thought that it was to tell you when the DRL
s ore overridden and it was just burned out in my original switch but it does nothing in the new switch either. ther is also another LED over by the fog lamp switch that comes on when the fog lamps are on in the switch pictured below. Does anyone know what the circled LED is for?

 

I wouldn't have noticed if no one had brought it up. Mine looks similar to one in your picture and it does not light up either. And I don't think the manual mention it either. Maybe it is there for balance