Just finished a few more major repairs including a new stereo and was wondering if the volume and cruise buttons on the steering wheel are supposed to light at night with the instrument panel.
My XF controls do but never noticed on my XK8

 

No - it was one of the first things I checked out when I bought my car - I thought they should have been back lit but Jaguar in their infinite wisdom decided otherwise.

 

When i had my wheel off and airbag off for a redye, i investigated the possibility of lighting the cruise and radio controls. Unfortunately, the buttons are solid w/ applied markings, they are not transparent to allow similar backlighting as your xf or my xj. I even looked at changing the controls over with an stype, or xj...but not only are the size/shape different, the control button functions are all switched around. It would require rewiring everything. I could see the possibility of just replacing the button covers w/ newer ones that were transparent, but again, different shape n function identification. I had leds ready to wire up, but didnt see enough feasibility to continue further.

Maybe an entire wheel from the x350 xj and a custom rewire job?