[Scuderia_Turini]

Technology tends to lead the way and presumably lights being added to models came from the railway world and subsequently to slot cars.
Much in the same way that die-cast model cars had glazing added, lights added a selling feature and the ability to offer a premium range at higher selling price. After a while working lights became a standard feature for slot-cars and the general public would expect working lights. Of course diehard slot-car fans will say they are not necessary but they probably still like 'em.