Seeing as these two are on opposite ends of the controller, sure you didnt just plug in starting from the wrong side? As in instead of X/Y/Z/PROBE you started at PROBE/Z/Y and left X open?
It's not "being connected" that shows as ON, its when the switch is closed/triggered/axis is hitting the switch to indicate end of travel - that's when it light up. If it lights up as ON all the time, check your $5 setting (or change from NO to NC wiring, or NC to NO, depending on what you are doing / which switches you have
I am using a Duet 2 and after adding new limit switches they show triggered when not engaged and not triggered when they are. Do you know how to change that setting?
Config.g M574 (Gcode) Change S1 to S0. Alex. PS - if it's a question about the Duet post in a new thread - grbl users get confused about the Duet (and vice versa)