When I had my mercedes, anything that was plugged to my cigarette lighter, would also shut off when I turned off the car. But My X5 doesn't do that. Cigarette lighter will stay on forever , when the car is off. How can I change it so the Cigarette lighter goes off when the car is off? ( I just hate to plug and unplug my stuff from lighter

!)
I don't want to hard wire my iphone, my radar and my phone charger!