No there aren't supposed to be lit. They are single filement bulbs, so they are just flashers. Some of the models have dual filement bulbs in the front signals, so they stay on as running lights, but I'm not sure about the earlier models like yours.
You can't have amber lights lit facing back on bikes, it's a law in most states. If you want to switch over to dual filement bulbs and have running lights in the rear, you will need to get red lenses.
