Some people seem to be talking about the feature that comes on some trim levels where the headlights turn on and off depending on how bright it is outside.
Other people seem to be talking about the feature on all of our cars, where the headlights automatically turn off when you remove the key.
Since I have a base model, I'll explain how the latter feature works:
The headlights automatically switch off when you turn off the car. So, if I'm driving around with my headlights on, and then I park and remove the key, the headlights immediately turn off. I think it's when you remove the key, but I'm not certain.
If I want the headlights to be on when the car's off, I can just switch them off and on again. They'll stay on until I choose to switch them back off, or until I turn the car on and off again.
I've just gotten in the habit of leaving the lights on all the time. Even though they aren't necessary during the day, they still help other drivers see me.