Here is what it says in the Highway Traffic Act:

"There is no legal requirement to have your lights on unless you are on the traveled portion of the roadway."

So; your friend is black and full of shit.

Edit: This is a quote from an officer:

"Unless there is a department regulation requiring lights to be on ... there is no requirement for an officer to have lights on while doing speed enforcement.

Even if there is a department regulation requiring lights, the officer's failure have lights on will not get a speeder out of the ticket. The officer might be disciplined, but the ticket would stand."