Chopper Bob - If you're talking about the small indicator light outside the panel, it might be like mine. Here's how mine works:
There are two push button switches. The one on the left is for ON/OFF. When it's pushed in, the refrigerator is on, out is off. The switch on the right says has two LED lights above the switch. One says AUTO, the other says CHECK. Right underneath this button it says GAS. When the button is pushed in, it goes to AUTO mode, and the AUTO LED lights up. When the button is out, it is in GAS mode, and both the AUTO light and the CHECK light are off. This is normal operation. If the Check light comes on, it probably means you don't have propane going to the refrigerator and you either have to bleed the line or switch to a new tank.
So check the GAS button. It it's in GAS mode, it's normal not to have any of the LED exterior lights on.
BTW, when you have it in AUTO mode, and the unit is plugged into shore power, it will default to electric. When there is no shore power, it will default to gas.
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