Why doesn't my ceiling fan's light kit work?
What are you talking about here: 


  I believe wiring at fan is correct. In the switch box, I have all the
  whites wirenutted together and pigtailed to switch, a blue and black
  wirenutted together and pigtailed to switch, and two black wires
  wirenutted together.


Are you talking about the box in the wall which holds the switch? If so, why are the whites pigtailed to the switch? Is this switch just a regular one-way mechanical  switch? Or is it some new special switch that requires a neutral (white) connection?

Or when you say "switch box" do you mean the rectangular receiver which is under the cover where the fan attaches to the ceiling? If this is the case it sounds like you may have the whites wired wrong.

The receiver in my Hunter fan has two white stranded wires. One of these (labeled "neutral in") is wire-nutted  to the solid white in the house wiring. The other (labeled "common out") is wire nutted to the stranded white common neutral in the fan. So my fan has a neutral common to the fan and the light. If your fan has a separate neutral for the fan and the light, then I presume both of these would be wire nutted to the "common out" wire of the receiver (so 3 wires in that wire nut).

So all of the whites are not supposed to be wire nutted together and pig-tailed to the switch.

My receiver also has two black wires and one blue wire, all stranded wire. One black is labelled "live in" and is to be wire nutted to the solid black of the house wire. The other black is labeled "fan out" and is wire nutted to the stranded wire that powers the fan. The blue wire is labeled "light out" and is to be wire nutted to the stranded wire that leads to the light.