vspec, yeah you cannot just enable/disable the AYC, only can remove it and replace it with LSD. However the ACD is always active, until you pull the handbrake. The ECUFlash can change the settings of AYC, but without someone knowledgeable enough to play with the parameters, its better to leave it at stock settings. Btw, the AYC is the selling point for Evos, just as how the ACCD is the selling point for Subarus.
Here's my feedback on the AYC settings (S-AYC for Evo8 and above)
Tarmac = Easy to go tail happy, you can make the car over-teer easily yet grip maintains at the front as you throttle, allows you to turn tighter corners. Steering position allows easy correction of any over-steer and throttle out to go wherever you want.
Gravel = Car feels like it under-steers at corner entry, not easy to go tail happy with it. Good to use on rainy weathers because under-steer is better than over-steer on wet conditions.
Snow = A lot of under-steer, don't bother using this on dry roads.
If you say that the Evo has all three lights on (tarmac, gravel, snow), check if the previous owner had removed the AYC for LSD. I had a friend who replaced the AYC with a LSD set and the ECU cannot detect the AYC anymore, so the three lights is up.