Its a very european car thing to have the lights turn off with the ignition. Not only have fiat done it for some 30 odd years but a lot of other cars were doing this decades ago such as Saab and Volvo, I think the french companies had been doing this for a long time.
Also with most modern cars now having automatic headlights. People don't ever switch them off.
Literally our 2017 mini countryman you cannot turn the headlights off, they are always on to some degree which does cause some issues such as sitting in the car listening to music when you are on the euro tunnel trains and they insist you turn the lights off. Its worse than not being able to turn the lights off, the car knows you are in the car, and while someone is in the car there is always some external lights on till you get out and lock it.
What I am more surprised by with this post is that you've never had a car before that the lights turn on and off with the ignition. I am pretty sure almost every car has done this for at least the last 10 - 15 years.
Flat batteries from leaving lights on are a very long way in the past. Even leaving the interior light on doesn't kill the battery as most new cars (again in the last 15 - 20 years) have turned off the interior light if left on for a period of time, usually a few minutes.