I think this may be on purpose. HID (Xenon) lamps are life limited by on/off cycles (specifically cold on/off cycles) versus burn time. So you really don't want your lamps turning on and off all the time. So if you lamps turn on they should stay lit, at least until they are fully heated up. In Atlanta we have so many wide bridges over the interstate around down town I see people's lights go on and off a whole lot. I cringe about burning down their HIDs.
I cringe whenever I flash my lights when they are not already on. As my car kicks on the HIDs then off in a second. Really bad for lamp life.