The voltage to the LEDs has to be regulated somehow. The controllers output voltage needs to be regulated or there has to be a regulator circuit typically in each LED's harness. High quality controllers have a regulator. Low quality ones do not have a regulator and count on the regulator in each LED's harness. If your battery voltage exceeds the regulators' outputs, the right colors and intensity will be displayed. Best to take a volt meter and check the output of the controller and know what you have, especially if you are mixing and matching components versus getting a complete package with instructions. I have done Nav Lights both ways.
I have mine tied to the Rxer batteries. But, I have two 4000 mah batteries and could do a couple days worth of flights on them w/o charging. Never really bothered to calculate how many Mah is used by the lights. But, there is a significant amount of heat given off from each of them. So I imagine it is significant. High quality controllers only use a tiny bit of power when the Rxer/Controller is off. I pull the batteries after each weekend for charging anyway. So there is no need for a switch in my setup.
Be careful what you buy for Nav lights/systems. There is some real junk out there. There are also some high quality setups out there too. There are also different intensity levels available. So you want to shop around and do a lot of reading.
If you tie the batteries together, they should be matched up fairly well or tied via a coupler designed for that purpose (e.g. Bat-Share or PowerSafe, Powerbox, etc.) Vastly different internal resistances coupled together can cause serious issues (e.g. melted wire insulation = short = fire, unexpected low power situations, etc.) Kind of depends on the battery though. LiFes should run most LEDs. From my experience, … LiPos are designed to deliver higher voltage. they typically need voltage regulation and appear more sensitive to internal resistance issues. But LiPos appear more predictable as you get closer to their limit. But, then, LiFes are designed to deliver higher/more current. That's why you are seeing LiFes delivered with or recommended for a lot of turbines lately.
Just some thoughts. I frogged around with Nav Lights for weeks this year trying to get the OEM package to work correctly, trashing them and trying a piecemeal setup and then finally getting a quality package.