They're like the tube equivalent of a VU meter, at least the type that I'm familiar with are. I didn't both to look up the specific type that this amp uses but odds are that they don't do anything other than complicate the build (two more heaters to wire) and are only there for aesthetic reasons. [edit]According to the info presented so far they look something like this:
and act something like this:
The one in my Dared knockoff is similar and is annoying as hell with the lights off, it's fracken bright as hell.