No, we definitely didn't have the field in sight at the time of the
visual clearance because the runway lights were off. We changed to
advisory, clicked the lights on, and went back to PSP appch to cancel
IFR.

You're right, I should have requested the VOR approach from further
out. My concern with the visual is that I didn't want to do a lot of
maneuvering to get down because it was night in an unfamiliar area.