With my sims the lights always go out at night, but I have had, sometimes, them go out when they leave a room; such as the kitchen after dinner. What can be frustrating is the light going out after they get up to get the toddler out of the crib to feed on the floor, go back to bed and the light goes out; leaving the kid stuck in the dark.
My toddler lots of times get their days and night mixed up (mimicing real life?), I just use that time for reading the books. But the lights going off scares them, drop in moodlet. I've learned to be ready to turn the lights back on anymore.
As for frugal, one of my sims married a guy who had that, he drove me nuts; so I cheated and changed it. He was constantly turning things off; get up to go pee, and he would turn the tv off. Go to get something to eat and as they bring a plate back he turns the fireplace off. Any time he walked into a room he would turn off the tv, fireplace, music or lights, sometimes not caring if there was another sim in the room.