Tbh lights off has been the norm from my experience. Doesn't really matter too much to me, but if it's down to self-consciousness then you should really always try to put the other person at ease... like if I'm getting intimate with someone in that way then I have to enjoy the way that they look, and I think it's a good idea to communicate that.
But yeah, it doesn't matter to me whether lights are on or off. For me it's more down to the intimacy of the experience and the... uh... the acts that are being performed, y'know.