lights are independent of the gauges.
they feed through the light switch.

vr for the cluster does the temp and fuel gauge, so it is unlikely to be the problem.

the light that stays on is probably a ground issue, or backfeed issue somewhere else.

it may be 3 different things.

I agree, check for a pinched wire for the fuel gauge.
make sure your dimmer is turned up for the dash lights.
recheck your grounds /screws for the light that is still on.