Technically, it does, but just not by much. By putting enough of a load on the BATTERY, with the engine running, the engine RPM's will drop significantly, until the computer compensates for this change, by letting more air into the engine, which in turn has to have more FUEL delivered, also. With the above being said, I think it would take MANY THOUSANDS of miles of driving with the headlights on vs. headlights off to consume much more fuel. I bet it would be less than a gallon over say 10,000 miles? Basically not enough to worry about it.