The dash light switch can sometimes be made to work by making sure that the terminals on the switch are straight. If they bend towards each other the switch may not work. By using a small piece of plastic or wood pressed between the terminals to make them straight could solve the problem.
Remember the switch is on at the in position and is off when you pull it out. The 35 Ford works similar, however I have been told it operates in the opposite position.
I can not figure out why you would leave the lights on and shutoff the dash lights, but Henry Ford must have had some reason.