the only time i would say your gecko would get annoyed by the heating lamp is that night since the light can bother them abit. but you can allways turn it off during the night if you want. since well they wont die from it.
but the general thing about the heating lamps that give out red light or such is that it bothers them when they sleep. so some get a ceramic heating lamp for 24/7 heating. but imo it wont hurt them if you turn off the heater at night since i doubt it will drop below 24-25c wich is fine for leopard geckos at the cool end.
but i also dont think they will care too much about the red light aslong as they have a good hide wich dosent let in too much light. then they would just sleep in there if they are annoyed.