Madison, WI
I had the exact same problem as the OP and wanted to update this thread to possibly help someone else in the future.
So, in the "all lamps" test I also only had lamps #9, #14, #18, and #21 lit in the center building. This made no sense to me as I could physically move these working lights to the (apparent) non-working sockets, and still nothing.
Looking closer at the layout of the board you could see that #9, #14, #18, and #21 were all lamps that could be brought up in the individual lamp test (made sense) through the large connector in the pic from the OP (and you could trace through the circuit). The other 12 lights were not part of this circuit and controlled by the left connector which only had two wires (doubled up). So, the other 12 lights were not individually controlled (but they still should light up).
I checked the solder joints on this connector and they were pretty bad. They looked fine at first but under a magnifying lamp you could see they were all loose (and you could physically move the connector):
After reflowing I figured the additional 12 lights (out of the 16) in the building would now light up in the "all lamps" test - but they didn't. After looking at the schematics I realized these 12 lights were solenoid controlled (window lites relay - #16) and confirmed it by going through the coil tests (as they all lit on test #16).
I suppose this all makes sense because you'd have to have 12 additional individual lamps in the lamp matrix, and there just isn't enough room left with just 64 slots. The thing that confused me initially (and possibly some of the people above) is thinking these 12 lights would come up in the "all lamps" test, but they don't - because they are solenoid controlled and not individual lamps. I kept thinking it would have made more sense to have the relay activate and light these in the "all lamps" test, but then they wouldn't come up in the individual lamp test and that wouldn't make sense - sort of a catch-22. 
I just thought it was interesting, and I did bang my head for quite a while trying to figure this out and get my Fire working 100%! 
