It's all about being seen. Headlights on can make you much more visible, but only on dip day and night. Unless the road is clear for high beam of course. I can't remember the year, but all bikes after about 1990 in Australia had to have hard wired headlights on, with just a switch for dip and high beams.
I have to manually switch the Harley lights on, and do so religiously because it's a black bike and I wear mostly black, plus it's quite low and hard to see around a car or van.
There was talk about making headlights on cars here permanent too, but then it would defeat the effect of having a bike's headlight on so I think they canned it.
Mick