in the software there are ways to make that part completely black. if youve gone through those settings and verified that theyre not disabled then you might be one of the lucky few where it just doesnt work.
it seems like youve tried most of the troubleshooting steps on your own. but if the next one does the same thing then you might have bigger problems.
make sure when you get the new one to do a fresh install of the software and use a different USB that you tried with the first keyboard!