I've had a couple of reports from OPs noting that the LED has detached or stopped working during install.
The LED is a very small surface mounted component and the LED diffuser is designed to, well diffuse but also protect it.
Thanks to Manuel for the photo below (lifted from the user guide) which shows the reccomended way to install the board. 
I am also working on an install video and I'll link that here when its finished.
Please drop me a line if you have any questions or concerns.
73, Neil.