Haha, I had a good old laugh about that! Why should a rural dual carriageway have lights when you have them on your car? Huge energy usage, CO2 emissions, expensive to maintain for low nighttime traffic volumes, light pollution, etc. The trend is actually to switch off motorway lighting at times of low traffic volume across the developed world.
Head further south on the A77 past Turnberry and then I'd have to agree that there are horrible sections on a dark wet night to deal with.