I leave my focus light on uw because it does work on images taken from 2-4 feet away. The problem with the focus light is paralax; when you are close to the subject, the focus light is pointing above the object. For closer images, you will find that a modeling light will do wonders for the camera's auto-focus in low light situations and at night. You can attach a small uw light to the housing or arms and point it at the object you are trying to photograph.
Another reason people have trouble achieving focus is that they are trying to get too close to the subject. The camera cannot be closer to the object than 8 inches in macro or 1 inch in supermacro and achieve focus.