I only see one problem with turning the headlights on during the day without some sort of ignition control or timer...
If you are like me, during the day you would forget the lights were on when parking and voila. Dead battery if you don't get back soon enough.
Now of course there is the buzzer if you leave the lights on on some cars.
'92 300CE - Sold
2004 C240 - C7 Wheels
2015 ML350 - P1, Pano, Ash poplar wood, Sport Dinamica interior, Running Boards Keyless go.