Hmm, I never thought of that. My SUV has the lights up high, way above the rack and any attached bikes. But yeah, if you got rear-ended with the lights obscured, you could be blamed.
I think that's a DIY project. You can buy those lights at any decent hardware store or U-Haul center. The tricky part will be figuring out how to attach them to the rack.
My rack obscures my rear license plate, and my state doesn't have a front plate. So, I never get charged after driving on our tollway, since it uses a photo of the license plate. But I have long wondered if I'll ever get pulled over and cited; it's not legal to have the license plate obscured.