The only way to have it turn off is to provide the right PATS (passive anti-theft system) key programed for the vehicle, you cant go to the store and have a generic key cut for it that wont work, all that will do is unlock the door and attempt to start the engine but it should die out almost immediatly due to the PATS module not seeing the correct transponder key. The other thing could be is that your key became damaged in some way? try the backup key if you have one.
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