I'll as my buddy to check his, but I believe the new Spectrum units come with an LED built into the headlight casting.
The LED leads will extend into the front of the smokebox. If you can gently pull the smokebox face off, you'll see the leads that run back to the connectors in the tender - it's possible one of these isn't attached to the LED leads.
If you haven't got the 4-pin connector plugged in properly, you won't get the headlight either - but then you probably won't have motor function either.