Originally Posted by Glisse

Make sure you haven't accidentally engaged the parking lights (using them as "real" parking lights!!) via the turn indicator. This is the function used for when the car is parked for some time near the edge of a (not well lit) road, and the lights need to be left on for the duration. Check your manual too.

Center the turn indicator stalk next time this happens, and see if it cancels them. Otherwise sounds like a malfunction, but that would be very rare.