If the cruise is set then you should also see the brake pedal move, or feel it with your foot, so the brake lights come on the same as if you pushed it.
The only weird thing is the regen with the DSG, the car can start slowing quite hard but the brake lights stay off, presumably as it's no different to changing down in a manual. It's caught out a few people following me up to junctions, as the car starts to regen really early compared to their braking point.