Turning your headlights on during the day will activate the running lights on your camper and just make you that much more visible. Can't hurt.
Seems the biggest reason folks ask if they need to use the tow/haul mode is regarding gas mileage. There is a perception that keeping your transmission in overdrive or high gear when towing may save you a little gas. My experience is that is does not. There has been lots of discussions regarding the old throttle control by wire setup vs the computer controlled throttles today. Whatever difference there may be, if any, with my truck running 60 mph in OD @ 1800 rpm vs 2250 rpm in tow/haul mode when towing won't offset the cost of another transmission.