It is easy to check out:
Just try to work in the dark at your pc.

I learned to type with 10 fingers without looking at the keyboard.
But I realize that I do look at the keyboard while playing games or while modelling. So I have problems to work in the dark and I always switch a light on if I work at nights.

So it still makes sense to illuminate or display keys. But my vision is more than only colors and letters. There could be little icons for special functions and much more just changing while you change your software. So you can learn a software faster and at the end you might not need them but it feels better.

There is also a big difference if you work only with one software or with dozens of them. If I program with Delphi then I know all my shortcuts and dont have to use the menu or the mouse.
But when I switch between Lightwave, ZBrush, Bodypaint3d, Milkshape, Blender, WED, MED, Torque, Beyond Virtual, C4 and Fragmotion then I never have the chance to remind all those keys. And I need all those tools to create and test artworks for my customers.