From memory, there are 4-wires which run the steering wheel controls. 2 provide power for the backlighting, the other two act as a current loop for the controls. When you press one of the buttons on the steering wheel it as an associated resistance, the HU can detect the resulting current and knows what function is pressed.
My guess is that the wire pair for the backlight either has a bad connection or you missed wired it.
I'd start with
1) Triple checking that you actually connected the lighting pairs to the correct set of wires under the dash.
2) Use a voltmeter and check the continuity of the backlighting wires from the wheel down to the connection into the power.
3) If that looks OK, with the wheel off and airbag disconnect (!), turn the key to ACC, turn on the lights and check the voltage up at the wheel connector to see if you indeed have a voltage.