AF5 menu option 3, VF display illumination, press set, then Q, then set it to Illuminated. But yes, I have menu item 2 set to selected/constant, but it flashes in servo with other settings there (pre focus, etc.,) except off.
Actually, with display during focus set to off but servo illumination on, the red light flashes anyway, but no points are illuminated. That seems wrong, although that may be intentional, Canon might think we want the grid display to flash or something...