Yes I brought this up a few months ago because I thought my car had a problem and it turned out that they aren't supposed to be lit up.
HOWEVER, the unlock/lock buttons themselves have the clear white plastic designed to light up with a light underneath.
Someone in that thread posted pictures of their own DIY mod and added led's in the switches
here's the thread
http://mazda3revolution.com/forums/2014-2016-mazda-3-skyactiv-audio-electronics/173658-door-lock-button-lights.html
HOWEVER, the unlock/lock buttons themselves have the clear white plastic designed to light up with a light underneath.
Someone in that thread posted pictures of their own DIY mod and added led's in the switches
here's the thread
http://mazda3revolution.com/forums/2014-2016-mazda-3-skyactiv-audio-electronics/173658-door-lock-button-lights.html