Blackwidow Elite Green - no "fn" lighting for custom keys

Hello. Since today I'm a happy owner of Blackwidow Elite Green Switch. I was going around Synapse trying to figure out what I can and cannot do with this device. I have found that I can configure additional buttons to work togather with "fn" key. In instruction I read:

(...) When the "fn" key is held down, all function keys with secondary functions including other keys which you can combine with the "fn" key will light up. Pressing the fn key in combination with the function keys will activate their secondary features on your PC. (...)

However it is not true in my case. I have configured for now key 1, 2 and 3 to launch certain apps when pressed togather with "fn" but they do not light up when "fn" is pressed. Is there something I need to do additionaly to make it work or is it know bug/feature? Best regards!