2004 Chevy Tahoe 4wd warning on dash/ no lights on 4wd actu

I got in the car this morning and the service 4wd message came up on the dash. I noticed that the lights for the drive indicator were all blank. Do I need to be concerned about the car shifting in to 4wd while in this mode? Is it a software issue, actuator issue, or mechanical issue (drivetrain components & fluid life, etc,)