My auto headlights are like that, but it usually goes off after a couple of minutes of driving in the sunlight. I've noticed a few times it didn't so I would then manually turn them off a few miles down the road under direct sunlight.
Since I park in a garage, my headlights come on every time I get into the car and put my foot on the brake (even with the bright garage lights turn on). However, it's a good reminder for me to just turn the headlights to OFF every time before I start my drive. If I'm already parked outside during the day, then I never run into this issue.