Yes Douglas, you do want to keep the utility on when your house is for sale.
The first thing I do when showing a house is to turn on the lights, it makes the home brighter, warmer; You want to be able to turn on the lights in the bathrooms or any other rooms; keep the hear on in the winter so the prospects are comfortable to stay and check out the house; water should on along with the sprinkler system so the plants outside do not die (perhaps have the garden come every so often to cut the lawn), .etc If you have a gas fireplace, it'd be nice that you can turn it on to sbow.
Yes, safety can be an isseu when showing a dark house and performing inspection also requires a bright house.
Also, make sure there is an outdoor light with light sensor.
A dark, dingy house also presents itself as not interesting, deserted, cold, uninviting - not something you want to impress your potential buyers wiht - and the cost is low if the house is empty.. It's worth it!