The apparent logic behind not having dimming steering wheel lights is so that they are not a nusicance or distracting while driving. I typically drive with my dash lights all the way up, at least in the city where you are driving in the artificial light of street lamps and storefronts. Now, if the steering wheel illumination were as bright at the dash ilumination at night, that would be distracting.

On the other hand, the steering wheel buttons are all very tactile in nature. learn where the bumps dimples and lines are and you will be able to manipulat the steering wheel controls day or night without looking down, which is highly preffered over ilumination at night anyway.

It has been said:
Hybrid drivers come in 3 flavors, greenie, techie and cheapie. Pick any 2.
2005 Prius, Melinium Silver over gray, package 5 (AI)