My Jeep had one of those in it. It didn't work right, and kept the cruise control from working, so I took it out and threw it away. Everything has been great since then.
There should not be any fuse in the circuit (if it blew, your Jeep wouldn't start). Other than checking the splices to see if one has come unplugged, the only other thing would be the control module. It should be zip-tied up under the dash, but low enough to reach. If you start at the socket and light unit and follow the wires back, they'll lead right to the module. IIRC, there are two plugs on it. One may have come undone.