Normally, they don't light up until you drop a coin into the slot.
The Service lamp may not even be hooked up - only the switch.
The Cashout lamp only lights up when you have accumulated credits on the display panel.
The Bet One Credit lamp only lights up when the machine has credits on it.
The Spin lamp only lights up when a bet is made.
The Max Bet lamp only lights up when at least 5 credits accumulated or dropped in 5 coins.
I can see that in your [Coins Played] window, the last game played was 5 credits.
Secondly, your .25 cent denomination lamp behind the reel glass display is out.
It may be burned out, as that runs on a totally different circuit from the display panel altogether.
Check the lamp for it and/or the 3 fuses on the power supply box with the power OFF.
You need a digital multimeter to check the lamps & fuses for continuity or learn how to use the S+ Diagnostic Flip cards to test them.
Since you've tried the output tests, have you checked the common lamp ground wires for continuity?