That is a pretty rare option even for a Cougar. Optionally only on the standard (non-XR7's) in 1967 and 1968. Discontinued during the 1968 model year.
Low fuel, door ajar, parking brake light, and seat belt warning lights are all standard on XR7's. I have been meaning to investigate, locating the round indicator lights. I think that these exact ones or ones like them are found on late 1960's Lincolns and possibly full sized Merc's/Thunderbirds.
More than half of what is being sold in that auction is found on every 1967-68XR7. Just the round indicator lights and maybe that wiring harness is unique to the console location.
Low fuel thermister in the fuel tanks are dead on all but one of my friends Cougars. For anyone interested, I know of a fellow that has designed an electronic device that will trip the low fuel light when the resistence is low enough on the fuel gauge.