Hey Rick, yes 3 levels to Lights Out.
Looking at your screen shot I see black outside but med grey around the thumbs themselves accept for the selected one with light grey around it. In LR 5 it use to be all black around the thumbs with a very thin light border. Not sure if you use previous versions of LR and used lights out, if so that's how it use to look, all black. Did you use previous versions?