My '94TT has no light in the glove compartment. I have read that some cost cutting occured that year (and continued thereafter) and I assumed the glove light was one of them. I got a little harness from an older car with switch, bulb and wires. To my disappointment, I discovered that althought the latch has the hole for the switch, the glove door frame has no hole for it.
I suspect now that perhaps the lack of light is related to the air bag. Do all passenger air bag equipped cars have no glove box light?