CaptainChaos
MB Enthusiast
Much better that they do. That way, the person in the car behind knows that you're still braked. "Hold" works just as if you had your foot held (see what I did there) on the brake.
Yes, you can justify it both ways. I would rather they went out so as if you were on the parking brake. If I want the lights on, I can keep my foot on the brake pedal.