I've now, per Henry's recommendation, removed the incandescent bulbs and connected LEDs to the Cruise Commander.
In conventional mode at my workbench, the lights function as expected: in neutral, both on; in forward, front on; in reverse, rear on. However, in command mode on my layout, no lights at all.
Per the recommendation in the Cruise Commander installation instructions, I programmed it with code 6. When the lights didn't function, I also tried code 2. However, the lights didn't function in command mode with either code.
I also toggled AUX2 in case I might have inadvertently turned the lights off. I was looking at the front light, and I noticed it flash very briefly, but that was all.
Again, am I missing something?