There might be many possibilities that your steel series Arctis Pro Wireless headphone won’t turn on.
* Your headphone has some internal issue if there is no light on the headphone.
* You're charging station has some fault, and it won’t charge the battery.
* Last option battery is no more in working condition. Every battery has a life span. Maybe your battery is old.
To verify all the possibilities, buy a new battery and check with that.