The LED lights on the DELL A525 speakers do not illuminate, should I return them or is there a quick fix that I am missing?

If everything is turned on and the speakers have current getting to them, there is no quick fix, you just got a pair of speakers from a bad batch which were weaker than the rest and are now defective, if I seen it once, i've seen it a million times. Nowadays with chain production, you get a few batches that were on the end of the soldering bath's contents and get less solder on them than the rest which cause premature failures and faulty solder.