I ran mine without the ambient light sensor until about a week ago. It will always default to headlights on when the sensor is removed. They can be turned off by turning the stalk end to disable the auto lights or flipping it to the parking light position.
As a data point, I found that a 100 ohm resistor will trick the system into believing you have the sensor installed and day time. A 1 ohm and 1,000 ohm resistor would not work correctly despite some recommendations on the Cobalt forums. DF did my harness and when I turn the key on now, the mirrors light up as the DRL and the parking lights or headlights need to be manually turned on as desired.