Yes - Particularly for the Police if they are being "covert". However, I don't think its legal to have no lights at all.
In Oman, single aircraft at night, if we were doing a pick up in the Jebel, we'd kill the lights till the last minute.
..and just for a laugh we tried night "stream" in 848NAS, using "Rebecca" to hold distance from the lead aircraft with no lights. Character building but reduced grown men to tears after a while! :-)