I think most people would consider significance in change by how measurable that change is . Some people might notice a 2%/1mpg change on a GTD, others a 5%/3mpg change. There are so many variables in the mix with a car:-
Wind direction, ambient temp, having an extra passenger or cargo. I personally wouldn’t consider the lights significant, you have about 140W of external lighting in total (not using fogs), and around the doors your engine will be typically outputting around 60kW to achieve 45mpg. Your lights are eating away about 0.25% of your total output, you couldn’t confidently measure the change in mpg with all the other things going on, like a change of direction into a headwind etc.
Start adding aircon (up to 3kW/5% max) or heating (wing mirrors, rear screen, blowers on the auxillary heater) on a car with a cold engine and you might be talking 2kW/ 3%. Once the car is up to temp you should only be relying on the engine’s heat output that is normally wasted to the atmosphere via your cooling system. On a cold engine you’ll definitely see the heating/aircon effect (to keep windscreen from fogging) on your mpg. On a cold day though, you’ll also have to ask yourself how much of that 5mpg winter dip is down to the ambient temp and the engine working harder with slightly denser fuel to get up to temp from a lower temp and combusting with the use of drier air (less expansion – humid air has a positive effect on mpg), and how much is down to the ancillary load being placed on the car either directly (aircon driven by a belt off the engine) or indirectly (higher electrical load taken from the battery that the alternator is going to have to work harder to put back at some point, not necessarily immediately). You’ll notice the aircon’s effect on your output immediately if its working hard, the electrical systems perhaps not.