Even though a PWC or "jet ski" is classified as a Class A boat (16 ft or under) for navigation lighting purposes, most states do not allow PWC operations at night and so manufacturers do not normally install navigation lights. Check with your state.
Regarding PWCs as facilities, regardless of the lighting, from the Auxiliary Boat Crew Qualification Guide, Volume III: PWC Operator Appendix B.7: PWC facilities on patrol may not operate prior to 30 minutes after sunrise or later than 30 minutes before sunset or in accordance with (IAW) State laws and regulations if more restrictive.
No exceptions are authorized due to the speed and low profile of the craft and the vulnerability of the operator in the best of conditions. Please make sure all your PWC operators are aware of this restriction.