No way to make it turn on when it receiving a transmission. You can hold the light button down for a few seconds to keep the light on all the time. Yes, I know this is hard on the batteries to have the light on time. It is okay if running off 12V or 120V.
If you do press & hold the light button until it beeps and stay on one frequency, it will go into powersave mode which turns the backlight on with a transmission, but no way to do it while scanning.