I think the latest cars have a delay function so that you can keep the headlights on while looking for your house keys, etc. You can programme the amount of time before they switch off.
I have a '94 Corolla that turns the headlights off when the key is removed and the driver’s door is opened. Then if you want to keep the lights on, you just reach in and turn the switch off and back on. It’s pretty well impossible to run your battery down, and if you want to have your lights on in the daytime, you can just leave the light switch on all the time.