Pretty much any DOD installation, they kind of prefer it. Granted, there aren't many supra owners in the US. Even fewer work on one of these areas, but it would still be nice.
Though if you slow to a crawl like 5mph you can turn the headlights off and still move forward.
While driving through checkpoints for certain types of buildings/areas, gate guards usually prefer you to turn off your headlights as you approach so you don't blind them.