OEM lights and not LEDs, correct? If that's the case those OEM lights draw a lot of current, probably in the neighborhood of 50w each. The stator on an old Mule isn't that beefy to begin with, so you will get a significant voltage drop when the lights are on. Maybe you don't really have an issue. Or maybe you have a slight short to ground somewhere in the wiring with rubbed through wire insulation.