This has been discussed elsewhere at some length. I forget the exact details of the conversation, but here's what I recall:
The buttons which are used on the Mk1 display board (and possibly the Mk2?) can actually be purchased with LEDs in them, and a little bit of circuitry hacking on the board will result in backlighted buttons. It isn't something that's easy, though, since the soldering points are very small. It's not something recommended for the average soldering-iron-jockey.
The Empeg folks actually tried this hack once, and for a short while, there was a photo of the resulting display board on the main Empeg site. The photo has since been taken down. But it would be cool to see it on the Geek site (hint hint).
As I understand it, the reason this isn't a standard feature on the Mk2 is that it was too costly, it was hard to source the LED-equipped buttons in quantity, as well as the extra work necessary to get plastics that looked good both backlit and unlit. I could be wrong about those reasons, though.
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Tony Fabris