Temperature controllers work by controlling the fridge's power (meaning ON when the temperature needs to be lowered, and OFF when the temp is at target or lower). If you're opening the door when the fridge is at your desired temp (as set on the controller) there won't be any power going to the fridge...thus no power for the bulb either. If you open the fridge, and the light is on, they you have power and the fridge is in a cooling cycle.
When the fridge does have power, ON/OFF is controlled by the light switch that's triggered by the door (door closed = light off, door open = light on). If you've altered your refrigerator's door at all, you may have eliminated the ability to have the door trigger the switch. Like in my case, I removed the molded plastic shelving on the door. Without this molding, the light switch won't trigger...meaning provided the fridge has power the light is always on regardless of the door being open or closed. It's easy enough to glue a small piece of wood to door so it will trigger the light switch....or even easier - just unscrew the bulb.