Comment by hashmush

It absolutely helps. It tells everyone that the car is on!

Anecdote: coming from a country where this is mandatory, visiting a country where it's not, I almost got run over because I assumed a car was parked when I glanced left before crossing the road.

Of course, might not prove that one or the other is safer, but it did show me how often I subconsciously use headlights as an indicator of off (=> stationary => safe) vs. on (=> potentially moving => potentially a "threat")