Yes they'll shut off. The only time they won't is if you turn the headlights on with the car off. There might be a time out for them to save the battery but I'm not positive.
You when the car is running you can turn the headlights on and never touch the switch ever again. My 04 Nissan does the same thing but takes way longer to shut off. 15' kia has 3 positions, park,headlights and auto. I just leave them on all the time.
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View my fuel log 2014 Mirage SE wussie cvt edition. 1.2 automatic: 37.7 mpg (US) ... 16.0 km/L ... 6.2 L/100 km ... 45.3 mpg (Imp)