Interesting. Running "modprobe rfkill" wouldn't return anything because
the module is already installed. However, I get a slightly different
result from the lsmod command:
root@jhegaala:~# lsmod | grep rfkill
rfkill 32768 7 bluetooth,thinkpad_acpi,cfg80211
root@jhegaala:~#
The rfkill module is used by three other modules in my case. The first
two are related to bluetooth. The third, which your listing also shows,
controls network interfaces, including wifi. So I conjecture that you
have all the right modules installed.
However, in my reading I found out that not all wifi drivers support
rfkill. That may be your problem.