The lamp wiring uses series-connected pairs. As a consequence, one lamp burning out means two lamps go dark. Another consequence is that you're best off replacing them in pairs, for best matching.
There is indeed a fuse for the lamps, but I don't think I've ever seen one fail. If any of your meter or tuning cursor lamps are lit, then it's not the fuse.
Oh, another possibility - the tuning scale backlights are on a circuit board that gets its power through two wires with press-on terminals. Make sure those connections are good.
chazix