Most of todays vehicles use LED's for warning lamps and don't burn out on their own unless a filament bulb was used and the light has been on for a long time.
One of the most common reasons that we find for the lack of warning lamp illumination would be tampering with the cluster where someone has either blocked off the lamp or removed it altogether.
Another reason for inoperative warning lamps is that the ECM or other module is not triggering the light to come on due to a fault in the module itself.