Incase anyone is having issues with him lighting up and it has not been mentioned here yet...
...Raiden has 2 switches.
One (on / off) switch near the batteries
One (toggle button) on his back, near between his should blades.
I originally thought mine was not working until I read about it. Retried him and it worked, I didnt notice the one on his back at first.
Instructions nor did CS mentioned the multiple switches.