Well...that tells ya how much I know about Autolamp. I installed one in mine because I didn't have the mirror as it came out of the factory.
In deed there's a fuse for the Autolamp. It's fuse position 9 and 11. But here's the thing, if the Autolamp fuse is blown, then an assortment of accessories might be gone too. Here's a list of what the Autolamp fuse shares with:
Memory seat module, ETAC, message center, cell phone, radio, dimmer relay, and the instrument cluster.
If it's a blown fuse, then some of the the aforementioned equipments won't work either. Plus, he said that the light on the mirror lights up so the mirror is getting power.
Since yours is an XLT, check fuse #9 to see if it's blown since your Explorer doesn't have memory seat, ETAC, cell phone nor the message center. It could also be one of the wires is pinched or damaged in the steering column so that's why the lights won't turn on. I'm not 100% sure though. Double check all the connections and wires for any damages.