There are two separate lights inside the switch. One comes on when the dash illumination lights are on. Its wiring is totally separate from anything else having to do with the fog lights. The second light (brighter) comes on when the fog light switch is on (and the headlights are on low beam). If it doesn't light AND the fog lights don't light, this is probably a symptom of a problem in the fog light circuitry itself.
But it's not at all out of the question that both fog lights might have blown out. Murphy's Law has not been repealed! Especially since the owners manual says, with regard to the fog lights, "See the dealer," it could be that the previous owner just didn't bother.
After trying both the "grope from the rear" and the "full frontal" approaches to changing the bulb, I became a believer in the latter. Here's a link to
Peaty's post at scoobymods which describes the process. You'll have to register there (free) to see the pix.