They have
Turn on
Anakin Skywalker, while training as a Jedi, uses the Force to activate the lightsabers of two fellow Jedi who mock him for his strong emotions and his background as a slave. Anakin uses the Force to take both their lightsabers, activate them, and threaten his tormenters:

Master Yoda, while training younglings, uses the Force to take his lightsaber out of his pocket and activate it. Credit to @Bpugh

Clearly, Force users can activate lightsaber blades remotely, but this may be limited to particularly strong or skilled individuals.
Turn off
First, as mentioned by @ManlyMann, the Son shows the ability to turn off several lightsabers with the Force. Of course, he basically is a Force god. Nonetheless, relatively ordinary Jedi may still be able to turn off lightsabers.
For example, in Star Wars: Rebels S02E10 (“The Future of the Force”), Ahsoka Tano fights two Inquisitors, the Seventh Sister and the Fifth Brother. In the course of the battle, she grabs the lightsaber blade of the Seventh Sister.

Then she deactivates it:

It is possible that Ahsoka merely pressed whatever button is needed to turn the lightsaber off.
However, note the look of complete and utter surprise on the Seventh Sister’s face. This is not the look of someone whose opponent just turned off a blade by pressing a button. This is the look of someone whose opponent has demonstrated unexpectedly strong skill with the Force.
Ahsoka might be using tutamanis to absorb the lightsaber energy (which would be quite an advanced force skill), or simply turning the saber off with the Force, but regardless, it seems likely that she is using the Force to deactivate the lightsaber.
This is bolstered by another instance, in which Ahsoka uses the Force to manipulate an Inquisitor’s lightsaber in a rather similar matter (well, it explodes in his face, but only because she damaged the wrong component):
The creature stepped toward her, close enough for her to touch. His
spinning lightsaber held off attacks from the sides, but was
vulnerable from the front. Just as she’d reached for her first crystal
all those years ago, Ahsoka stretched out a hand.
Sensing her intent at the last moment, the Inquisitor tried to
disconnect his weapon and fight her with two blades instead of one,
but it was spinning too quickly for him to do it. Ahsoka’s hand landed
almost gently on the cylindrical metal, and the Force was with her.
The hilt cracked at her touch.
Ahsoka
Yoda also uses the Force to deactivate Asajj Ventress’s lightsabers in the very first episode of “The Clone Wars”:

Why don’t we see this more often?
As noted in the other answers, an opponent could probably use the Force to block an attempt to turn their lightsaber off, unless they were dreadfully outclassed.
That is exactly what the Inquisitors are in this fight. The Son is basically one-of-a-kind. And don’t forget, Ahsoka was trained by Anakin Skywalker, and is strong in the Force to boot.
Ahsoka consistently demonstrates superior Force skills in Rebels, including jumping over a thrown lightsaber. As such, she may simply be able to overpower the Inquisitor’s attempt to block her from turning off the lightsaber (thus the look of astonishment).
Similarly, Yoda quite outclasses Asajj Ventress, and indeed his ability to turn her lightsabers off is (as with the Son) a demonstration of just how much more skilled he is.