I'm wondering if the reason why my check engine light doesn't come on is because it was taken out to prevent anyone from discovering that the AC doesn't work. I think that may be what it is. What steps should I take in dealing with the unlit AC light?

Maybe I misread something, but the CEL should come on when the ignition is turned on before starting, shouldn't it? If it doesn't, then you need to check into that (tear the dash apart - not sure what is involved).

Yup, that was my first question and I'll be attacking the dash tomorrow immediately after work.

CEL won't come on from the AC. That comes on from some type of engine code, cause most often by o2 sensors and somtimes by transmission issue affecting the engine. The AC light may be off due to a relay or a fuse. Check your owner's manual for fuse locations for the AC and check that fuse first. If that's it, it's an easy solution. There's usually a few spare fuses in the fuse box too!
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1998 S70 T5 Emarald Green Metallic, 2004 V70 2.5T Ruby Red, Previous Owner of Black '94 850 Turbo Wagon