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They're on a few games with motors. I think it is to show if the motor is being operated (when you have the playfield up you can't see the motor operating).
The disc capacitor is there to soak up radio/line interference from the motor. The lamp (neon) is there as a simple current drain should the motor short-out or overload, e.g., if it were to get stuck.
It is important, else the pinball beancounters would have left them out!