Surely the keyboard lights can be switched on and off through software, wether it be the BIOS or operating system!
Since upgrading to Ubuntu 13 I have similar problems. I usually have NumLock turned on at startup but when I press e.g. the Shift key, the light turns OFF but Numlock is still active. Pressing NumLock twice (off then on again) will turn the light back on, for as long as I don't press any special keys (Shitf, Crtl, Alt).
Funny thing is when I press Caps Lock, the NumLock light comes back on too (if Numlock is on). Clicking the mouse anywhere turns OFF Caps Lock (including the light).
I think this is a common bug, because more people reported similar erratic behavior.