Lights on could be the German required Parking light. When switched off if the turn signal switch is on in either direction the parking lights on that side will be switched on.
If this is not the case then it could be the LKM. Not a pleasent thought as I had to have one replaced.
Dealer needs to check the DASH codes for LKM fault codes. Not every dealer know this. (As I found out after a week of "troubleshooting" by my dealer.)

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2021 X5 xDrive40i
2015 X5 xDrive35i MSport
(Traded) 2013 X5 xDrive35i