Air condition button does not light up after installing an aftermarket stereo?

Was there a red and white wire you used to power the radio? If this wire was cut it powers the heater relay so you should put it back. Also, can I ask if the dome lights and dash illumination are still working? If not, I would check for power at the dome, gauge and door fuses here is a guide to help and I have included wiring diagram partials to help you see which fuses to check for power and how the system works.

https://www.2carpros.com/articles/how-to-check-a-car-fuse

The integration relay powers the button light. Check out the images (below). Please let us know what happens.