I know we could manually turn them on (even though it is saying go to the front cab) but I think they are already meant to be set to on like timetable mode? In the scenario 'Filling In' there is an instruction to turn them off when you go to the other cab but they were off already. At the beginning, when the AI brings the 465 into the station and ends its service, the tail lights get set to off.
I’ve come across the same problem in Service Mode. They don’t appear to stay on after you have shut down the cab.