In NY, the law says any coating on any light assembly, or changing any light assembly to a non DOT approved assembly, is illegal. That includes changing bulbs to bulbs with coatings, because it changes the color of the bulb.
The only exception is removing an orange lense and putting an orange light in place of a clear light. That is legal as long as the lense over the orange light is clear.
So check your local law. But if you think you will get caught, I would leave them alone.