British traffic lights have a red-&-amber phase before green, so I assume from your comment that Swedish lights do likewise.
In the U.S. however (and also in France & Ireland), they just go straight from red to green. The only place you should see red and amber at the same time is on a multiple-head signal with separate turn arrows.
(But for some reason, the red light has a brown wire)
Possibly because of your old system in which red was used for ground?
Glenn, same thing happens with turn signals/brake lights/tail lights on a car with a bad ground on the light circuit....
I see that all the time. I've also been asked about this problem often, and people seem so amazed when I just tell them to look for a bad ground at the light cluster. They seem to think that the interaction between lights is something much more complex and are amazed (and happy!) that the fault is easily cured.