The firebox LED is wired directly to the track and cannot be controlled by the decoder without rewiring it.
I've never tried to rewire one, so I have no idea how difficult that may be; however, since the decoder is in the tender and the LED is in the locomotive, it would require additional wires between the tender and loco..
The way Bachmann locomotives are wired, the two-conductor plug connects the tender wiring to the locomoitve wheels for electrical pickup, and the 4-conductor plug provides power to the motor and headlight.