That is normal. If the lights were on during a drive, then you park and go to leave the car, the lights come back on to light the area while you leave. I don't know if there is any way to change it so that the the exterior lights come on when you unlock the car.

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Ali Al-Chalabi

2001 CLK55
1999 Dodge Ram 2500 Cummins Diesel
2002 Harley-Davidson Fatboy
Merlin Extralight w/ Campy Record