if its a US car originally(mph speedo, ghey motorized seatbelts), its to make the lights act as DRL's so it will pass federal inspection.
As well, the 90-91 cars with popup headlights, the lights are always on too, just tucked away, and the front "lights" are just lit by reflection.
You can just leave it be. If you make it factory, you will have to enable some sort of DRL setup to be legal. If you get a ticket, you will have to not only pay the ticket, but pay to have it inspected and repaired. Plus if its inspected, it may have some other issues that you have to repair also, so I say leave it be unless you will be putting in another DRL setup.