It appears to be normal not to have those lights without an input signal, just tried my fully functional 3000-2 with no antenna and it won't turn the lights on either.Clipping a couple feet of wire to the center pole of the antenna input gets things working.
I have not heard anything about phasing out the analog FM radio in the states.Although a few local stations do offer a digital format in addition to the analog.Perhaps this is a topic worthy of it's own thread,I would be curious to hear from others around the world on this.I live near the border with Canada and have not heard anything from them either.It would be bad to loose our analog FM!
Paul