The condition should be those lights turn on, Define Rule will be filled in automatically, and the actions should be turn on those lights. Then in the restrictions, you set only between two times, which is sunset and sunrise.
That rule became true at sunset and turned on the lights. Then it became false at sunrise, but as pointed out above, you had no action specified for false. You would want to add the actions to take for false (sunrise). Because there are independent actions for true and false, you could do extra things at either event, not necessarily just the reverse of what was done upon true (sunset).
Note that Simple Lighting rule for this only allows for the symmetrical anti-action: Turn the same lights off at sunrise. So there may be a place for both approaches to sunset/sunrise type things. My rule of thumb would be to use the simpler automation if it fits the use case, and in this case that would be Simple Lighting.