Light bulbs for 12 V used in analogue locos may die pretty fast when used on digital layouts that usually have a higher track voltage. In the worst case those light bulbs might even damage the function outputs of the decoder. Or the light channels of the loco as they become very hot.

Check if the light bulbs are dead. If they are, consider getting Märklin light bulbs for 19 V (standard type for analogue operation) or 22 V (standard type for digital operation).