I was just wondering if DCC Decoders have constant light circuitry built into them ?
Yes, and no. The decoders do not have it, but the track is at approximately a constant voltage (as far as lighting is concerned). An exception is the Digitrax DH163LO which has constant current circuitry to specifically designed to work with Life Like P2K locomotives.
All decoders I have installed have constant lighting in them, Digitrax, NCE, TCS. Your only concern may be in replacing the stock lamps as they usually blow out at the increased voltage level. Ditch lights are notorious for this.