I couldn't find much info about drag value of SON XS under load. As far as I know without load it's drag value is 0,7W. Assuming both front and back lights will load full 3W of electrical load on the dynamo what would the drag be?
It is below what body can realistically sense when pedalling.
Generally, drag will be about 5-6W. It depends on speed, though.
As u_i said: You won't recognize it. When dealing with Watts:
- Do you know, how many Watts you need on your bike for a certain speed?
- Do you know how many Watts you are able do deliver continuously?
- Do you know which parts of your bike consume how many of those Watts (that thus cannot be used for speed)?
- Do you know how much of the necessary Watts at a given speed are caused/consumed by rolling resistance, how many by aerodynamics and how many by friction losses?
If not, a discussion about what amount of Watts a certain dynamo consumes is pretty pointless as you neither have an idea what effect it really has nor if there are other areas for optimization...

It also helps to have a rough idea of the connection between electrical power, current and resistance in a bike lightening setup to better understand the amount of power needed from the rider on the input side.
Regarding the SON XS: There was
a test of a prototype of the SON XS along with other dynamo hubs back in 2004 and these were the outcomes on a 20"/Etro 406 wheel:
Losses when idle (you should have in mind that a dynamoless hub would have losses, too):
Efficiency under load:
Current produced:
There's a newer test which includes other dynamo hubs as well (like the SP8) but does not include the SON XS (but other SON dynamo hubs) and it was performed on 28" wheels:
https://fahrradzukunft.de/14/neue-nabendynamos-im-test
Here you see the losses when idle again:
Here is the electrical power produced at different speeds:
Here is the power consumed under load at different speeds to produce the results from above graphic:
If you want to get a ballpark idea of how much power you need to maintain a certain speed on your bike you should have a look at Kreuzotter:
http://kreuzotter.de/english/espeed.htm
It helps to have in mind that roughly up to about 25 km/h rolling resistance is the dominating factor and above that speed wind resistance takes over more and more. Obviously other forces like friction in the hubs, the drivetrain with things like chain tensioner, hub gears or a filthy chain take their toll as well.