Parking lights question

This is probably a dumb question but here it goes. Aren't the parking lights supposed to stay on without the ignition power on? That's the way it worked on my 1st generation, I could pull up to the front my favorite restaurant, go inside and leave the parking lights on with the truck full of and take the key with me. On this 3rd generation I have to leave the key in and on for the lights to stay on. Don't really want to do that obviously. Am I doing something wrong or is this how they work now?

 

You can keep the parking lights on by removing the key, turning the switch off then back on again, I believe.

But why do you want to LEAVE your vehicle with the lights on?

 

Flick the headlight switch on and off with the ignition turned off, the lights will re-illuminate.