You got me curious so I had a look, because that doesn't sound right. To my surprise it is there in the highway code. However further down the highway code it does say
"You should also use dipped headlights, or dim-dip if fitted, at night in built-up areas and in dull daytime weather, to ensure that you can be seen"
So what
@Terminal_Boy said is in the highway code.
Edit: HP Source
You MUST ensure all sidelights and rear registration plate lights are lit between sunset and sunrise
www.highwaycodeuk.co.uk