why doesn't my headlights turn off automatically?

a fuse or bulb or light switch

The bulb is good and the fuse works.The only way iI get the lights off is to remove headlight fuses. I will look into light switch. Could the relay have something to do with it?

Thank you

I'm curious if you solved this problem, I am having the same issue right now.

You may be having a problem with the Headlight Driver Module (HDM) which is the subject of a recall on your model. I have two 9-7Xs and they have both been affected by this. In my vehicles, the headlights would go out when the HDM overheated, but there are other manifestations of this failure where the driver remains "stuck" causing the lights to continue to operate. There are two of these HDMs, located back to back in your fuse console. The parts are about $25 each, and replacing them usually results in resolving the problem. Be aware though that this is a temporary fix. If you take your 9-7X to a Saab Service Center, they will replace the HDMs for free (and Saab will reimburse you if you purchase the parts yourself, which I have done since it is 75 miles to the nearest Saab SC for me). Saab expects to have a permanent fix for the problem in late 2015.

Shouldn't GM be able to fix it?