Using MIDI connection turns off lights

I'm running the latest version of rekordbox on my Mac, and my XDJ Aero has the latest firmware installed. I connect the two via MIDI connection. Everything works perfectly fine in terms of sound playback and control, turning the jogwheels shows on the mac, all the mixers and faders move on the Mac when I move them on the XDJ etc. etc. So my problem is an aesthetic one but a major one at that! 

I turn on the decks, everything is lit up, I hit the MIDI connection button, everything still lit up, then the LCD asks me to "Push selector to connect" I do this and some important lights go off on the deck: The jog wheel lights and the sample lights! THE BEST ONES! 
Lights that remain on are: Jog Drum, Sample Lauch, Play/Pause, Cue, Sync, Auto Mix and Master Level 

I tried changing between the different mixer modes, no difference. 

Help please!