For a 1982 wagon, are the rear defrost and hazard light switches supposed to be lit when the lights are on?

As Smitty said, only lit when activated. There are two bulbs on either side of the def/floor/rec switches and a little bulb (can't remember type/part #) up above the hazard, rear defrost, a/c, etc. switches that all should illuminate with the parking lights. (you probably already know that, just thought I would mention)

Assuming you mean if parking or headlights are on... no. Each will light up when you engage their functions, i.e., switch on the defroster or 4-ways.