When I bought my 2007 new in 2007, the lights didn't work, either. I. like you wondered if they were really lights. A couple of years later, while getting the car safety inspected for license renewal, I found out that the 3rd brake light was out. Since it was still under warranty, I took it in for repair. They found a corroded plug somewhere and when they fixed that, the transmission indicator lights worked for the first time.
I wish I could be more specific, but I was not told where this connector was located.
