It sounds like there could be a short in the wiring that controls your automatic headlight system. When the automatic light system is selected the vehicle uses a ambient light sensor usually located on the dash to detect how much ambient light there is. If the sensor sees that it is getting dark at a certain point the light will turn on, as well as if there's enough light they will shut off. This command to turn the light on or off is controlled by the body control module. When the car is shut off and the doors are locked in some cases the lights will stay illuminated for a set amount of time until the body control module shuts off and turns the lights off. If the body control module is malfunctioning the module can stay on and eventually kill the battery. A parasitic draw test should be performed to pinpoint the cause of the unnecessary draw of power. Locate these sensors and check connections and/or replace.
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