My Skoda uses old VW parts bin components, the headlights you can keep on and when the ignition is turned off it turns them off.
My old Saab worked similarly. Most of the winter (ie. October to May) I just keep the switch on.
However the wife's SEAT which is also a VW parts bin car has the same headlight control, but hers dings and bleeps if you leave the headlights to on.