12V lighted rocker switch getting hot even without load
You say "12V" in your title, and "12V" in your message, so presume "12V" is not a typo.
But the datasheet you linked (which matches the part number on your schematic) clearly indicates that switch is meant to run it's light from 125V...

Meaning - You got the wrong datasheet

If the datasheet/part number are wrong, perhaps something else is wrong too. 

Like...

Suppose you think you have a 12V drive lamp, but it's really meant to be driven on 5V.  That'd explain why it gets so hot.

Or...

The pinout isn't what you think it is

Or...

Just take one of the switches apart.  They're not magic.  You'll figure out quickly by examining the mechanism if the switch is different from what you expect.