[james1095]

That set uses a parallel filament arrangement with a power transformer so there's no interaction between the dial lamp and the tubes like there is with a lot of the "AA5" series string sets. Have you checked for voltage at the socket and continuity of the bulb filament? I've seen bulbs that were open despite no visible break in the filament. There just aren't many things that can prevent the bulb from lighting if any of the tubes glow. I'd start by replacing the bad tube since it's obvious the set won't work with the bad one. That will probably get the radio working.