What make and model router?
Some routers do allow those lamps (or some of them) to be turned off....
Do you have the applicable router User Guide/Manual?
If not, go to the router's manufacturer's website to find and download the your router's User Guide/Manual.
There is very likely a Section/Chapter explaining what each lamp indicates by being on or off, blinking, changing colors etc..
For example, see physically numbered Page 44 in the following link from my router's User Guide:
https://downloads.linksys.com/downloads/userguide/MAN_WRT1900AC_RevA01_EN_FR-CA_Comprehensive.pdf
Upper right corner of the page: "How to disable the Ethernet Port Status Lights".
Overall, once you become familiar with what the router's status lamps indicate you will probably want to leave them on so you can monitor general network and internet performance with just a glance.