@D9020 Nimbus I've done as you suggested, and yes, the lights do come on by themselves when in motion (without using the magnet).
Yesterday I ordered a 2nd coach, which has just arrived, and that is just the same. So, something on my layout/house is causing this to happen by the looks of it... (?)
This could just be a coincidence, but again, it only seems to be happening when coupled to my Bachmann Dukedog. My only other locos are a Bachmann 08, and an old Hornby 0-4-0, and the lights didn't come on when running behind those.
Gosh, I've only been back in the hobby for a month (after a 10 year hiatus), and I'm already tearing my hair out !