I don't think I've ever done that, but I don't think such a deception is wrong. No one can possibly be hurt by it (at least there's no harm beyond a higher electric bill and the poor criminal doesn't get as much money as he otherwise might have from his criminal activities). I'm trying to think of a comparable Bible story but can't think of one off the top of my head that seems to fit. And then of course there's the really nit picky details you can get into like what if you leave the light on not to make burglars believe you are home but to make them more visible so if they come nearby they are more likely to be caught. Or leave the lights on so you can see your way when you get back after dark etc.
So on questions like this i usually resort to the ultra practical which is, is leaving the lights on to deter criminals when you go out really your greatest potential sin and the area that most needs work right now? If it is I'd like to know how you overcame all the other sins that beset the rest of us (even the normal reasonably good people), if not it's probably best to focus more on the things that have greater moral weight and clearer answers.