As you can see on my Taillights there is a round hole in each light on both sides. It's not a hole but it's very noticeable and was wondering if these are on all mustangs.

 

All '15s and up that use that lens will have it.

You can see the same kinds marks on the '13-14s, on the sides of the 'holes' towards the middle of the car, as well as on the Raxiom '13-14 style '05-09 tail lamps in the middle of each 'hole'.

It's an unfortunate byproduct of the system. Injection molding (or moulding if you want) needs air to escape. And depending on the mold (mould), the air might have to exit in a visible area, lest the part overall be mis-formed due to the plastic not getting where it needs to be.