lights will automatically go off when the ignition is killed and the drivers door is opened. I have a turbo timer on my RS$ model, which confuses it. I turn the car off get out of the car and walk away. Head lights stay on becasue the ignition is still held on when i get out of the car and close the door. Car thinks driver is still sitting in the drivers seat waiting. If I walk back to the car and open the door to turn the lights off manually they then turn off as soon as the door is opened, it thinks the driver is getting out. So yes lights will turn off with the ignition being turned off, but only when drivers door opens after that condition is met. For information, the light receptor for the Auto lights is in front of the driver on top of the dash, right down by the base of the windscreen. make sure you don't have it covered or obscured by anything (like stupid park and display ticket stubs), and if you have to clean that area use a soft clean cloth so not to damage the sensor.
There is also a further headlight arrangement option i have heard of on Stageas, ut's been discussed here, that is the auto dimming headlight system. I don't have this on my ride, but it dimms the lights apparently automatically for on coming cars or something similar, this feature is NOT what we are talking about when we talk of automatic setting for headlights. It can be hardcase in Auckland traffic sometimes travelling on the motorway, you can often see which cars have auto lights always left in that mode. As you drive under bridges, especially in slow moving traffic (must be a certain darkness detecting delay incorporated before they turn on) you can see headlights fire up, then as they drive back into the sunshine, go off again about 10 metres later