I'm not exactly sure why, but I am 100% positive that it is ILLEGAL in the state of California to drive with the parking lights only. A friend of mine actually was pulled over for that single offense.... Why there is the option to have them on? Who knows.
I really don't understand why. But then again, why does Mazda wire our foglights to work only with the regular lights on? If we have the regular lights on, we can be seen by other cars in when in fog, and thus eliminating the use for the fog lights. Crazy engineers.