Check that the start switch isn't stuck half way.......as you press the start the lights go out to give full power to the start circuit (might be different on police versions) and the lights come back when you release the switch but sometimes the switch gets a bit grotty inside and sticks about halfway.
The power for the light switch goes via the starter switch.
If both globes appear blown (highly rare) then it's usually a sticky start switch or fuses (on mine at least).