Answer 1: selection bias. Obviously the only ones that people see at night are those which have lights. We aren't going to hear about the ones that people don't see because they're dark.
Answer 2: alien apathy. You've flown a million light years to spy on some great apes who aren't even sure you exist. Who cares if a few of them get flashed with bright lights, while you're looking around? They don't even have flying saucers yet, so it's not like they could chase you.