Yeah, I didn't realize they worked that way either. I like it, though, because I never have to worry about weather I've left my lights on. Also, I never have to shut off the light switch, just the ignition. When I pull up somewhere at night, I just turn my car off, and it turns it's headlights off. If I were to leave the switch off, my lights would come on if my parking brake is off (manual trans.) so I can shut them off while the car is parked if I like.
The only downside is the Empeg dimmer not being automatic. Therefore the button hack.