They do in Canada but not the US.

I was looking in the fuse/relay box up in the driver's side of the engine compartment and there is a fuse labeled "DRL" and it is installed. On the cover of the box there is a diagram that shows a relay labeled "DRL" as well but I don't think it's installed. Perhaps if you could figure out where the socket for that relay is located - I can't - and install it then they might work in the US version.

It would probably reduce your FE - probably not much(?) - as it would be an additional load for the battery.