if your really bothered then i suppose you could get another steering wheel without the buttons - but im unsure if they done one in leather without the buttons.
My buttons still light up but thats it, i never even notice them, infact when i had an oem i never used them then. I think this was a hangover effect from my previous stilo that never had them on the wheel though.
At the end of the day its a price you pay to have a better stereo system in the car, i can live with it - the car is 11 years old now and everything barring the buttons on the wheel and egr work so its doing pretty well.