As BOAC has already mentioned, there are no regulations specifically demanding landing lights to be switched on when established on the ILS (at least I have never heard of any either).
With respect to SARPS, flashing the landing lights can be an urgency signal, a signal during interceptions or SAR procedures, and a signal to acknowledge light signals from the tower.
Apart from that, ICAO recommend (however not with SARPS or PANS status) to turn landing lights on when take-off or landing clearance is received, and when on approach (4.4.4 of the Manual on the Prevention of Runway Incursions - Doc 9870).