Straight Light Issue

I replaced the headlight bulbs in the A3 yesterday for some OSRAMs and since then I have noticed that when I have the light switch set to AUTO the lights never go off when I lock the car. I must lock, unlock and lock again for the lights to go off.

If I go into the car and move the switch to off the lights do not turn off? However if I set it to off and then manually change to sidelights or headlights they function correctly.

Does anyone have any ideas what might be wrong?

The lights are on when its light and dark, I thought lights either work or do not?

I cant seem to fix the spelling mistake in the topic. I have not waited 30 seconds but with the old bulbs the lights went out straight away when the car was locked.

I will time and see if they go out after 30 seconds, I know when you remove the key the light switch does not work if you turn them to off as they remain on