If the light never goes out the car isn't going to "sleep". That's why your battery is dying basically.

It should not go out instantly. It takes 16 minutes to "go to sleep". If you open the door or use the remote key the time is reset. So you have to look in the window after 16 minutes to see if the lights on. I have seen some take as long as 20 minutes.

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Just BMW's - All cars and trucks was two pages long
1994 318is
1997 528i
2000 323i
2001 X5 3.0 auto
2005 X5 3.0 auto
2011 535xi auto
2013 X5 xdrive35 Turbo
More are at my website

Aftermarket E53 Radio Install