I never had a problem with them, but I think I'd start looking for screws on the underside of the cabinet on the trim.
Generally, the neon either lets out the neon gas, or the HV source dies. It's basically a transformer which kicks up the voltage to excite the neon.
Here is one thread that indicates caps and diodes.
Dance Dance Revolution SN1 Neon lights / transformer fix Neon Transformer Repair Notes Dance Dance Revolution / Super Nova 1 / Konami Possibly the same in a 8th or 7th mix cabinet Neon transformer markings Evertron 226H / 800-0151-03 Two bad caps, 100uf 200v, 105 degrees only. Visibly...
forums.arcade-museum.com
Here is the manual. Look on Page 48, I think it shows what you need.
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