all should light up as part of the 'bulb check' part of the starting procedure.
After a few seconds only batt and oil pressure will remain lit because it's not running - so no oil pressure or charging.
My 4WD light doesn't light when I'm in 4x4..probably a wire off the 'sensor', where ever it might be. When I get around to doing the LED lights on the ROPS and adding a power port on the rear I'll have a look at it.
Too busy using it now to bother.