The camera setting shown as three bar dashes, which is below the common settings shown as three dots, provides a switch labeled, "Frame Arm LEDs are off while shooting". You need to scroll down as there are several settings but the one you are after is below "Grid".
Additionally, you may need to actuate the arm lights manually at the beginning of the flight. Mine tends to boot up into lights off mode which I find to be a handy feature. If I want lights on I toggle the discrete mode and if they don't come on, I do it again and from that point on I have toggle control. If I toggle the beacon, it will also toggle off when the discrete mode is enabled. These are located under Settings, LED settings. You can program buttons to operate these features.
If you are in discrete mode and have toggle control of the lights, turning on the beacon will also turn on the arm lights if they are off.