Those lights are on for a reason. They're called Daytime Running Lights, and are mandated by law in most countries because they reduce accident rates by as much as 20% for a negligible cost.

If you think running some LEDs are expensive, you don't want to know what a serious accident costs society. The type that totals two cars and puts multiple people in hospital.

I have a car that pre-dates DRLs, and I always drive it with the lights on. The "horrendously" inefficient incandescent bulbs might cost me an extra dollar or two in fuel, but could save my life. I'd rather have my life.