Just to add to this - got my K70 RGB (red switches) yesterday and after reading about this issue noticed that the \ key isn't lit up. That does seem to be the only key that isn't liit though, the others that people have mentioned are fine.
P/N: CH-9000068-UK
As an aside, when I unpacked the keyboard, the mute button had fallen off and was loose in the cellophane packaging the keyboard was wrapped in. It seems to be OK (and is lit) after fitting it and doesn't come loose when shaking the keyboard

Maybe something for others to watch out for as well.