Fn key light doesn't work on XPS 13 -2015 (9343)

Hi,

I've received a new XPS 13 yesterday. It is a great machine but there is one small thing which really annoys me.

The Fn key has what appears to be a little light integrated in the key itself to show whether it is on or off. (or what is it?)

I can use the Fn key normally for switching between F functions and multimedia functions but the light on the Fn key never comes on no matter what I do. 
Can someone advise if this is normal behavior please? I did even try the BIOS settings to no avail.

Do I have a faulty machine or there is no light integrated in that key?

Please help!

Thank You

Joe