Whether there are lights or electronics ON a Sentinels foot is irrelevant. The foot sure receives it's commands though electrical components and wires placed on the INSIDE. The hand and the head of the 1st diorama have cables that light up, so if SSC wanted, they could have gone with that. The reason why the foot doesn't light up is clearly because Kitty phases though it. "Her mutant power disrupts any electrical fields she passes through" sic Wikipedia.
But... that explenation doesn't really make the piece look any cooler Sideshow... I miss the light up feature on the third piece. Maybe they should have even tried to place some kind of device in the 3 pieces that made them pulsate in a specific pattern when placed close to each other, as an extra bonus for those that bought all three exclusives. What a missed opportunity...