If you're shooting an approach to near or reported minimums at an airport with minimal runway lighting you might want to turn them off so you can see the runway. Kind of like driving in fog with headlights on. You can turn them back on as needed when runway is in sight.
To be honest, I've never had that problem. Now, if you are talking about heavy snow at night, yes, leave the lights off until the very last. In fact, there have been a few time landing in very heavy rain at night I've left the lights off until just before touch down.