I clean installed Lion and the dock indicator lights were ON by default. However, may people here, even official reviews, seem to contradict each other on the default state of the lights. So I had a theory that maybe it sets its default based on the performance and age of your Mac. Mine's a Late 2008 Unibody MacBook. This is just a small detail, but if you're at all interested, list your machine type and how the lights defaulted and we can answer this relatively trivial question.