Hey frank,
A vehicle will generally have it's lights on or off depending on what behaviour it is set to.
The behaviour's "Careless" and "Safe" will mean the vehicle will have it's lights on, while the other three ("Combat","Aware" and "Stealth") will mean it will turn it's lights off.
As far as the lights off/lights on action goes, I believe the vehicle will turn it's lights off or on for only a split second, before then reverting to it's behaviour mode light configuration...
Anyway, in short, to manipulate if the vehicle has it's lights on or not, change it's behaviour mode