Most (if not all) phones with capacitive backlit buttons do this, to conserve battery life and reduce the amount of needless ambient light when doing things like reading and watching videos. There are only three of them and they're in the same place on every Windows phone handset, so it shouldn't be that hard to get used to, especially compared to an Android device.
In the post: LG Google Nexus 4 (Android 4.2.1 "Jelly Bean")
Primary: Nokia Lumia 900 (Windows Phone 7.8 "We Don't Need No Stinkin' Codenames"), HP TouchPad (Android 4.1.2 "Jelly Bean")
Other: Samsung Captivate (Android 4.1.2 "Jelly Bean"), iPhone 3G (iOS 4.2.1 "Steaming Pile")