PMDG have to do things the silly way...basically the 747 is a simulator in its own right, and FS2004 just provides the landscape for it to fly through, the coding is revolutionary and thats precisely why its the best addon without doubt (imho)
What you can do, is set the cold and dark panel up, start battery and before you press the beacon light button, press the L and O keys, this is the command that FL is looking for. This has no effect on the PMDG lights at all, but atleast you dont get the penalty now
Then, you can go on your overhead panel, and select your lights for PMDG.
This way, people on the ground know your starting the engines soon;)

And you shouldnt get a penalty anymore...
Please report back if this works....