There is nothing wrong with your unit. The LEDs of the patch buttons don't light up because the factory patches are only stored to banks A1-H1. In other words: All the second banks are empty when you receive a brand-new Super 6.
When a memory location for a patch is empty, the corresponding LED doesn't light up. As soon as you start saving your own patches to banks A2-H2 by pressing and holding a patch button after you selected a bank, the LEDs of the according patch select buttons will light up as well.