The light should have a gasket that is meant to seal the light to the rig. Good luck with that - which is why you find the silicone smeared around it and in the holes where the screws go.
YES -
use the silicone - it helps to prevent leaks from the lights from getting to the windshield framing or simply dripping onto the dash.
Remember - those little lights and the gaskets they came with will be constantly hit with (near) hurricane force winds and rain... (as will every other nook and cranny on the rig).
Learn to put the stuff on correctly - it's an art form
And, believe it or not - most manufactures have specific caulks they use to go over the top of the furnace, vents covers, etc. Many do not use Silicone - but something kinda like it - call your manufacturer if you want to make very sure - or simply make touchup with silicone a DIY maintenance project (it's easy and you get to give your MH a great inspection while you're at it).