As long as it is working, it is probably just the light itself. Unless you are adamant about having it show the light, which may just be a loose wire problem, or the light needs replacing, I wouldn't really worry about it.
Now if you insist on having the light on, even if it has no effect on the functionality of the key, then if the device is still under warranty, contact the manufacturer about a repair or replacement.
If it isn't under warranty, then you yourself can do the fix, or hire someone to do so.