Only if you want to. For a of folks the answer will be no.
Well, if you pry open one of the WS cars and plop on another body you will still have to drill out the lights and probly make some light conduits. Then you might have to reposition the LEDs to illuminate the lights in the new body. That is quite a bit of work (and as I said extra expense). The LEDs could also be glued in place so repositioning them won't be easy.
Well with the Just Plug system you'll be able to dim or brighten each vehicle as that is one of the system's selling points.
But does each vehicle has separate channel for headlights and taillights? If not the dimming will dim all the lights.
Wonder if there's some way to limit the voltage on the tail lights so as to dim them? That could help in creating the look of brakes being applied on some.
The writeup for these mentions that each vehicle has 2 red and 2 warm-white LEDs. So, it should be possible to change or add a resistor in the taillight circuit to make the LEDs dimmer.