I have the same problem.
It's more than annoying because I end up using the mouse when I should use the Arturia KeyLab MkII instead.
The real problem is not having the visual feedback.
The Midi Control Center allows properly setting DAW actions for multiple tracks or single tracks, so if in multiple track mode, when I press "Solo", "Mute" or "Record" in the first row of buttons above transport buttons, I can get visual feedback of armed, muted or soloed tracks, which is great.
The problem is when normal selection of tracks come into place, because the Arturia KeyLab MkII only allows one track to be highlighted and which is also always highlighted, even if there is no track selected at all.
And even worse, because when switching banks, either in DAW or even USER memory modes, the track that the Arturia KeyLab MkII thinks it is selected keeps being lit, with a white Led, instead of the assigned colors in Midi Control Center unless you press that button twice, but then you change to another memory bank, and damn it, the white light comes back again in the same place.
This is a serious problem for me, because when I select multiple tracks I can adjust several parameters at once, but if you don't get the visual feedback that may be some other track is selected, even if it is not armed, you are undoing what you did before, and setting wrong values in the wrong tracks without notice or warning, and whithout the visual feedback that the KeyLab MkII should be showing.
This should be a mature device after SO MANY YEARS, 4 years after OP post, IMO.