Regretably the headlights won't just go off when one locks the car and walks away if they're in the "on" position.
We regularly have to call out the RACV with our fleet of FG's because of this!
My old VX had a better system, a seperate "auto off" switch for the Headlights if left on. Much better than the ford system.
The only problem with auto on systems is that if your battery is a bit shonky, the reduced amount of current available may prevent you from starting the vehicle. My daughter found this out @ 5AM last (frosty) sunday morning in SHMBO's Aurion when departing a nightclub with a full load of mates. Lucky I wasnt the punter who had to go and rescue them
Without the lights on, it may have had a chance of starting.
I dont rely on the auto on. I usually turn on my headlights when touring in areas I dont know or in reduced light conditions (overcast days). Caveat Emptor - I turn them on allways when travelling on dirt roads & 4x4 Trax.
I get really Pi$$ed off by others who dont put on any form of lighting in foggy/misty conditions. Even if youre only going 5 minutes down the road for the school run in the morning, put them on.