What I did when I used a dolly was made a Y connector then plugged my magnetic lights into that. There is some plugs that have a built in adapter too.
My reason is my dolly was an older model and had incandescent lights. The lens of these are prone to leakage and corrosion then no lights. Spending the bulk of my career driving at night I have seen way to many dollies with no tail lights, marker lights or all of them not lit or the lenses missing. Even the LED lights may be missed by the dummy behind you.
I felt that getting the lights up higher in the more "normal" viewing height helped the visibility. Hopefully it would help the oblivious that have a great need to ride your butt that you are stopping or turning.
Why the law doesn't require lights on the rear of the dolled vehicle is rather then six feet forward and at near ground level beyond me.