I don't think I've ever seen lighting for seeing the controls. Like CW, I'm on the bike enough that I don't look for them, my hands know where they are. You might consider different gloves that are still warm, but not as thick. They generally won't be cheap, but they are worth it. My current pair of cold/wet weather gloves are Klim Qwest which are gore tex and insulated, but not bulky. In combination with heated grips, they do an excellent job of keeping my hands warm and dry. They were north of $200 when I bought them a a year or more ago.
On the heated gloves topic - They will keep your hands warmer than heated grips, but heated grips are always with you and can be turned on w/o stopping.
@Nikolajsen - Heated gear for motorcycles has been around a long time. While some battery powered gear is available, now with lithium batteries that last several hours, most riders use gear that plugs into the bike. You get a wire harness with the heated gear that connects strait to the battery and has an inline fuse. You generally have some type of controller in between the heated gear and the bike power that allows you to control the temperature.
I've been using the same Gerbings heated jacket liner since 2004. I have had heated gloves, but was always reluctant to put them on because they were so bulky. Technolgy has come a long way and most heated gloves are not as bulky as the ones I used a dozen years ago.
Heat controllers; Some just have simple off/low/high. Others have a variable dial, either with infinite range or with multiple settings. The best controller is the Heat-Troller by Warm n Safe
http://www.warmnsafe.com/ They make excellent heated clothing and gloves as well. You will find other brands that are actually W&S, but branded by other gear manufacturers. I believe the First gear heated gloves are, or were, actually Warm n Safe.
You can buy heated vests, jacket liners, pants liners and even heated insoles and socks. Most brands plug everything together so you are controlling it with one or two controllers. W&S and others offer dual controllers to be used to control different parts of your gear individually. I found that I nearly always needed more power to the gloves than I did to the jacket liner and had my jacket liner wired to allow me to control the gloves, (plugged into wires at the sleeves), separate from the jacket. Some prefer to control the lower body with one and the upper body with another.