The Lumia 620 doesn't have the light up feature since it's a low end Lumia. The arrows are there for connection status. Yeah. I knew that.Cyan is there to patch things up and most of its features were Pureview related I think, I'll give an example in the developer preview when you unlock the phone the screen lights up all at once, in Cyan the screen fades in, the arrows are meant to give you indication of which connection is handling data out or in.
Also Cyan has small settings here and there not available to other windows phones.