I loved the show, but if something had the technology to get here, I doubt they would need lights on their vessel, assuming they actually needed one and couldn't study us from afar. I guess what I am saying is if they were smart enough to get here, they'd be smart enough not to be seen.
Maybe they're not aliens, and they're just from here, from the future, or parallel universes. What if there's millions of them that aren't seen, and the ones that are just happen to be the small percentage that messed up somehow.
They could also be generational space travelers. Once the problem of a self sustaining biosphere in space in conquered, you would only have to accelerate it to a very modest speed to reach a neighboring star system. It's just it might take thousands of generations to get there.
The nearest star is only 4 light years away. Assuming 1/100th the speed of light, that's only what, 400 years to get there?
You could also create a seed ship that would activate an automatic fertilization of a being in an artificial womb, so that 20 years out it would automatically educate and feed the being, so it would be an adult when it got there. It wouldn't take a lot of technology past where we are to send seed ships like that to stars, and lights still might be contemporary technology. In a case like that the alien wouldn't have any control over the way his ship was designed, and lights might just be a part of the way it was made because the creators of it wouldn't know what the ship was actually going to encounter.
Of course there's also the possibility that the aliens simply don't die, and don't have weak frail bodies that require constant nourishment like human life. In which case they wouldn't view the distances of space as the impedance we do, so are able to travel space at a much lower technological level than we might be able to.
Not to mention they might just be robotic probes.