I don't know if it is a law or not, but it is just common sense. I think there is a law covering bicycles that are on the roads at night, so buggies probably would come under the same thing.
I'm very glad that they do use them. I can't imagine driving after dark on those back roads and NOT being able to see a buggy ahead.
Last government existing, please blow out the oil lamps.
I think if enough Amish died from cars colliding with their buggies they would eventually make it a religious edict to require sufficient lighting be placed on their vehicles.
Look at what happens when you hit a bear at 25 to 30mph.
http://www.youtube.com/watch?v=wwyLbRpOhCA
The very conservative Schwartzentruber sect refuses to use the orange triangles. Nor do some of them bother with lanterns.
Ohio allows the reflective tape for this group. I have encountered a few of them out after dark, but it is very rare.
On the other hand it is possible to purchase a buggy with battery operated head and tail lights, working turn signals and a strobe light or two, for added visibilty. It all depends on the church district.
Driving anywhere in Amish country requires prudence at any time of the day.