I have the Yamaha 1400 the 2400s slightly smaller brother. Mine has the zone 2 and 3 lights on also. I have turned them off a few times but they come back on next time the reciever is powered up. I don't have anything connected to the zone 2 and 3 outputs so I have no idea if it is outputing audio. It would be damn annoying if I was using the zones and it was! I have presence speakers that are working correctly so I know at least the setting to send of not send audio to the presence speaker outputs is fine. Maybe the turning zone 2 and 3 on all the time is a bug.
I have the Z9, it also has the Zone 2 lit up all the time, even though i am not useing it. I too have turned it off, but again it comes back on when the unit is turned on again. I tested for any difference in sound of volume, but there wasn't any, so i'm not to worried if it stays on. But i would be interested to hear why it does display if anyone could help us is it because the amp is using the Zone 2 power for the presence instead?
To turn off the zone 2/3 lights, p. 60 of the Yamaha RX-V2400 manual (available online on Yamaha's website) shows how to add the Zone2 and Zone3 components to your remote's list of source components. Once you get that programmed into your remote, just select Zone2 and/or Zone3 as the source in your LCD window of the remote and press the "System Power" button. The corresponding light will thus disappear. Note that if you power the receiver back on by pressing the power button on the front panel, the lights will come back, but they'll always be gone if you only use the remote to power up the receiver.
I Got that far, but you have to leave the remote setup for Zone control. If you put it back to normal/default settings, after you've turned Off the Zone 2, the next time you turn on the unit the Zone 2 is back, but if you leave the remote on the Zone 2/3 config settings, the Zone 2 stays off,