No, not unless your filtration system requires it. Some stoamtopods are more tolerant of bright light than others, but generally ambient room lighting is more than adequate. In fact, many species do not do well in bright light. It the species occurs in the intertidal and in clear water, it can stand all the light you want to use. If it occurs at depth (greater than 10 m) and/or in murky water, kill the lights.
Roy