Thanks for your answer.
In fact, I removed the case for the controller and I found that it has two PCBs (as in the image). The left one controls the fan and the spindler, and also is in charge of giving 24V to the right one (which controls X, Y and Z axis).
The left one is electrified, as the fan works and the light is on when plugged. However, the right one is NOT electrified (the light is not on) but it does receive current from the left one -I checked it with a multimeter. Maybe an error in the PCB circuit? If so, does anybody know how can I have this issue solved?
Many thanks!