2008 Cadillac SRX heated steering wheel

This vehicle is out of warranty because of mileage and although every thing else seems to operate well, when you press the heated steering wheel switch, the pilot light does not come on nor does the steering wheel heat. The GM dealer checked the fuse and the relay under the right rear seat and said they were O.K. And that the only recourse was to let their mechanics go at the problem and fix it but they could give me no estimate as to the possible cost. Can you tell me what could be the problem?