Had exactly the same problem as chrisjc. No fault logged.
In my case, the lights only came on when turning left @ low speed, like turning into a side road or dropping off a kerb.
Lights went off if I stopped the engine & re-started.
After 2 months of this, I got p*ssed off.
So, on the main road,with no traffic about, hammered it up to a left turn junction, slammed the brakes on & yanked it into the turning. Sure enough Christmas arrived - lights on.
Plugged Nanocom in & yippee - fault logged!
Front O/S ABS intermittent signal.
Jacked it up but couldn't feel any play in the bearing.
However, as I regularly do a run from Inverness to Cheltenham, I didn't want to be caught out,it's passed the 100k miles. Got a new hub (Allparts) & got it fitted by a local garage for £50.
3 months on & I've had no lights.