http://www.gateway2000.com/support/techsupt/tn/tnkbd5.htm (Amiga Plus Extra No. 5, 08/1997)

Keyboard Lights Turn Off after Macro is Executed

Issue: If you program a macro into your keyboard and then execute it, the Num Lock, Caps Lock, and Scroll Lock lights turn off.
Resolution: This is a normal function of the keyboard. When a macro is executed, the keyboard is set to the state that it was in when the macro was programmed. If the lights were turned on when the macro was programmed, the light stays on. If the lights were turned off when the macro was programmed, the lights will turn off.
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