Well the machine contains a bomb. Where does the power for the bomb come from? It comes from a battery, of course! - It wouldn't be very smart to make the bomb draw power from the wall-socket, coz it would stop (or possibly go off) if there was a power outage. Therefore the bomb has a battery, which is also used to power the lights in the machine.
The real question is: If you're smart enough to make a huge bomb look like a machine for drinks, then why not cut the unneeded cord off, so an observant agent wouldn't notice it not being plugged in?
That was the whole point of him figuring it out. He saw that the power was on, but it wasn't plugged in. Even my mom saw that and said 'there's a bomb inside'. Wouldn't any other trained FBI agent think that also?