I went through this with Ford too. The 3 Ford dealers I went to did not have nor could they get the bulbs for the cruise control switches. I haven't tried Torrie at FPN yet though. (On a 95) They are replaceable...they are not soldered to the circuitboard, and they are not LEDs. The bulbs are tiny little *******s set in a blue plastic shell that "twist snaps" into the circuitboard and makes contact that way. Right now I don't have any in mine and I'd like to get the lights working again. If anyone has found a place where you can buy them new, please post it!!
Oh, and on a 95, you do not have to take the whole steering wheel apart to get to them. The part of the switch where the words are is a rubber cover that can be removed without taking the airbag and stuff off the wheel. Now getting them back on is quite a laborious task and requires a lot of patience...but can be done.