It depends on the system.
Paris metro tunnels are constantly lit. It's less than station lighting, but more than enough that you don't need a lamp with you.
It's definitely an oddity, most systems are unlit (Barcelona has entrances lit then nothing, Ukraine, Russia, etc all unlit).
Interestingly, unlit tunnels bring the advantage of if you're seen, the lights are turned on, giving you a clear warning sign to leave.
In the Paris system, you need to actively count the delay between trains to ensure traffic isn't cut. We had one or two encounters where we realised that it had been 4 minutes between trains when they we running on 2 minute intervals..