Do you leave lights on for your dog if you go out at night?

I would, yes. In fact I have timers at my place to turn stuff on or off to simulate someone being in the house. However I would also leave the TV on just in case it would help them feel less alone at home. However I also had three dogs, so they could certainly keep each other company as well. We never locked them in cages when we left (no need to, they were good about not going until we put them outside).

The other reason I would leave them on, is in the rare occasion of a thunderstorm while we were out. My beagle in particular was very sensitive to the sound of thunder and would get really frightened by it. I figured at least the sound of the TV might mask it a bit, and calm her down a bit afterwards - even though it would never totally cover it up.