From your description, I don't completely understand what your symptoms are. I think that you're saying that the new step works normally in all ways, except for a previously lighted switch seems to no longer have a function.
Are you talking about a power switch or the retract-override switch? Some rigs have a separate power switch and others (like mine) don't use one - the step is wired direct to the chassis battery through a fuse with other smaller wires connecting to the magnetic door switch and the manual retract override switch. The step's controller ensures that all the proper things happen when the ignition is turned on, etc. Your installer may have simply wired the step in that fashion, bypassing the separate power switch.
Coyle & Sue
Cassity (Labrador) and Rylee (Standard Poodle)
2007 Damon Challenger 355; 2003 Element toad