I'm assuming the lights are for your entertainment, not Cujo's. If you're trying to make things more "natural" for him, I wouldn't bother, he doesn't need them. I doubt they'd keep him up (unless they were really bright), but if it were me, I'd put my money toward something that would benefit him more.
"You become responsible, forever, for what you have tamed." -Antoine de Saint Exupery-