as far as i no this is a myth, You see aimilar in gone in 60 with the fog lamp being fused, the idea is that the alarm is on the same cicuite as the lamp so bridging it will blow the alarm, problem is if the lamp is off where is the current to blow the fuse going to come from???
as for the unlocking by messing with the reaer lights, could be related to getting to the loom behind and tricking the car into thinking the boot lid is opened buy the key, there by trigering the central locking, this however would mean ripping out the cluster
So to sum up, just another urban legend!!!