Dashboard "courtesy" lights

Whenever I shut the door or turn the key, the dashboard lights come on unless I already turned the headlights are on, so if I'm in a hurry and a well-lit area I get conned into thinking that my headlights are on, and last December I finally got pulled over for it.  This never happened with my previous car, because the dashboard lights were only on concurrently with the headlights.  I then read the owner's manual, and they're supposed to do that!  WTF?  Whose dumb idea was that?  Has anybody else had this problem, and if so, were you able to fix it?