Am I right in thinking that the only 'valid reason' is a switching malfunction where ATC has selected RED OFF, but they've stayed ON.
This should be the only valid reason. Unfortunately, at some places they just seem to be too lazy to turn them off, Cairo comes to my mind. Often, they will not turn them off, even if you insist, so rather than waiting for something that will never happen, we ask for a specific clearance to cross the red stop bars, double check TCAS and approach sector, and then line up.