Sounds like they are shorted together. If it didn't have a bulb in it, it could have already been shorted. But is it possible that the rheostat on the light switch is bad and not letting power go to the dash lights?
It might be possible but I'm confused as to why the ashtray light still comes on when you turn on the light switch as it seems to be on the same circuit. And the fact that the o/d off light on the instrument cluster goes off when you turn on the light switch is even more confusing.