Can turning on car lights when it rains be an equilibrium?

In some jurisdictions, the law requires that car lights (tail lights and head lights) be on when it rains. If I don't turn on my lights, some behind me might not be able to see me because of the spray. I would like to be seen so that I don't get run into. Likewise, I would like the car in front of me to have its lights on so that I don't run into it. If it is mutually beneficial to have our lights on why do we need a law? Is there a reason not to have the lights on that would outweigh the benefits of not getting into an accident?