I just checked mine and they came on when I approached the locked car and when I unlocked remotely, but not when I opened the door from the inside. I tried it with the headlamps auto-on (garage) and off (driveway) when starting the engine. I guess the idea is that the puddle lamps wouldn't do you any good with the door swung open, and the light at the bottom of the door is intended to light that area when you are exiting the car.
Not sure about why yours won't come on when you approach the locked car, maybe a weak battery?
2008 ES 350
Everything except ML Sound/UL Roof/UL Wheels/Radar Cruise
Replaces a '95 Avalon driven 438,000 trouble-free miles
Original engine - transmission - suspension - body