This is some old question, but lets answer it.

Synthesis software is not that stupid. It will evaluate the potential outcomes of a function and generate reduced logic from that. Often you have to aid the synthesis software somewhat. You could do that by writing a function which internally resolves the things you want.

N.B. constraining the range of your integers keep the resource usage low. Else everything will be implemented as a 32-bit value

library ieee;
use ieee.std_logic_1164.all;

entity light is
  port(
        SW : in std_logic_vector(0 to 9); -- why 'to' and not 'downto'??
        KEY : in std_logic_vector(0 to 3); -- downto is normally used
        HEX0 : out std_logic_vector(0 to 6);
        HEX1 : out std_logic_vector(0 to 6);
        HEX2 : out std_logic_vector(0 to 6);
        HEX3 : out std_logic_vector(0 to 6);
        LEDR : out std_logic_vector(0 to 9);
        LEDG : out std_logic_vector(0 to 7)
  );
end light;

architecture arch of light is
    function hex_decode(x:integer)
        return std_logic_vector is
    begin
        case x is
            when 0 => return "0000001";
            when 1 => return "1001111";
            when 2 => return "0010010";
            when 3 => return "0000110";
            when 4 => return "1001100";
            when 5 => return "0100100";
            when 6 => return "0100000";
            when 7 => return "0001111";
            when 8 => return "0000000";
            when 9 => return "0000100";
            when others => return "1111111";
        end case;
    end hex_decode;

    function add_input(input : std_logic_vector(0 to 9))
        return natural is
        variable sum : natural range 0 to 45 := 0;
    begin
        for i in 1 to 9 loop
            if input(i)='1' then
                sum := sum + i;
            end if;
        end loop;
        return sum;
    end function add_input;

    function select_decimal(input : natural; sel: natural)
        return natural is
        variable output : natural range 0 to 9;
    begin
        output := (input / (10**sel)) mod 10;
        return output;
    end function select_decimal;

    signal switch_value : natural range 0 to 45;
begin

    switch_value <= add_input(sw);

    hex0 <= hex_decode(select_decimal(switch_value, 0));
    hex1 <= hex_decode(select_decimal(switch_value, 1));
    hex2 <= hex_decode(select_decimal(switch_value, 2));
    hex3 <= hex_decode(select_decimal(switch_value, 3));
end arch;

Result in Vivado:

---------------------------------------------------------------------------------
Start RTL Component Statistics 
---------------------------------------------------------------------------------
Detailed RTL Component Info : 
+---Adders : 
       8 Input      6 Bit       Adders := 1     
+---Muxes : 
      11 Input      7 Bit        Muxes := 2     
       2 Input      6 Bit        Muxes := 1     
---------------------------------------------------------------------------------
Finished RTL Component Statistics 
---------------------------------------------------------------------------------
Report Cell Usage: 
+------+-------+------+
|      |Cell   |Count |
+------+-------+------+
|1     |CARRY4 |     2|
|2     |LUT2   |     2|
|3     |LUT3   |     1|
|4     |LUT4   |     4|
|5     |LUT5   |     7|
|6     |LUT6   |    15|
|7     |IBUF   |     9|
|8     |OBUF   |    28|
|9     |OBUFT  |    18|
+------+-------+------+

Report Instance Areas: 
+------+---------+-------+------+
|      |Instance |Module |Cells |
+------+---------+-------+------+
|1     |top      |       |    86|
+------+---------+-------+------+