It appears that, in this series, the switch base is sold separately from the lens (which would also probably be the actuator), indicator lamp, and even an optional front mounting nut. This is somewhat typical of "industrial" type pushbuttons as it allows control panel designers to easily mix and match whatever they need, and no, it's not cheap.
The red lens appears to be: 11-931.2 (red, for incandescent lamps, Newark PN 95F7149) or 11-932.2 (for LEDs, not stocked by Newark).
The lamp would be any T1 size lamp. A suitable EAO 12V P/N looks to be 10-1609.1289 (Newark PN 50B3022).
As to distance buying rules in the US, if it states Non-Cancellable, Non-Returnable, it's just that. Newark is not a typical "direct to consumer retail" type outlet. They mostly sell to industrial users. You may be able to ask nicely and get them to take it back, but they're under no obligation if it was advertised NCNR. Being outside the country, you pretty much have zero legal recourse on this. Mind, you got what you bought. It just wasn't what you thought it was. When buying from outfits like this, you ALWAYS must check the databooks carefully. They sold you exactly the manufacturer part number they claimed to. I don't see any NCNR verbage on this one, though, so it would be covered by their standard policy, whatever that is.
FWIW, you do know the Newark (US) is Farnell (UK), right? They don't always stock the same stuff, but frequently they do. You may have been able to avoid the (apparently onerous - since I constantly have people complain to me about them) UK import taxes.