Rod, I think that was a feature on older Fords as I could do that on my old Consul.
It's as Chris says for UK Cougars, all 4 sidelights come on, but Euro Cougars have two P positions, one for the left-hand lamps and one for the right-hand.
It would be interesting to see whether that is controlled solely by the switchbank (assuming the looms are the same) or whether the BCM is involved as well.
Because if it's just the switch, I can see that being a useful mod for anyone who parks on the road.
BTW, I mentioned the narrow roads above; apparently that is why older Euro cars (in general - not the Cougar) had asymmetric side mirrors. The pax one was smaller.