They are now but lights and torches predate electricity. They used to be fires which would be put out. That's why we still say 'put out' for them.

same reason we still "dial" somebody's telephone number

It's a form of antiquated usage that has continued into the present-- before electricity, lights were fire, candles, torches, oil lamps, etc-- so people would say 'put the light out.' Generally, you're absolutely right, but every now and then you may see this old fashioned usage. Rarely, in Europe, people may say 'close the light,' when asking to have the lights be shut off. In a technical sense, closing an electric switch turns a light on; but, in some regions people may still say this, also, maybe, because of the old method of closing the valve on a gas lamp to extinguish the light, for example.