You two scare me! hehehe! OK, leave aside the sensitive information for the moment.
What car do you have and it is still under warranty? I have a 1/2009 car, which is one of the very first second generation cars.
My switch does what the owner's manual describes. So if you have the same car, you should be able to follow up and ask them to check it.
If you have bought an approved used second generation car, they may hesitate to fix something like that because it is a hit in the unknown, especially as in one month the warranty expires and they will not hear from you again.
You can ask them whether there is a bulb in the switch. If there is, it may need replacement or re-fit it if it has falled after a harsh door closure.
If you manage to sweet talk them to open the door and investigate, make sure you get reassurance in writting (I know) that they will not break anything. After so many years being fitted, these plastics can start breaking up.
My door does some funny noises on hot weather and some foam layer is trying to escape from a mini gap, but I am not even thinking to open it up and check the switch for the mirror adjustment.
When I got mine, I had emailed the customer services and they had come with some replies about technical details. So if you could email them and ask them to confirm the operation of the lights in the context that your car does not do what the manual description and the dealer is, they are all like that sir, without checking it, they may come back with some explanation.
I had a quick search for a windows switch and it may cost a small fortune to get it from a dealer. There are used items for £100-£150!
I think your switch may needs some investigation if you want to make the lights work properly, but I do not think it is faulty. I do not think that the illumination comes from the switch but I can be wrong. I feel it is like all other illuminating switches. There is a small wedge bulb doing that. That is the case with the centre console illuminations as I found out when I removed it for the airbag bulb. There is a bulb behind every switch. I think the window switch is like that. When I tried it on Sunday, you can hardly see the lighting, so it must be something very small in there.