The lights are part of the "Consumer Switched Off" circuit and will stay active for some time after the key is removed. It should also reactivate when either door is opened. This circuit is used to power things like the trunk releases, power mirrors and seats, etc. when the ignition is off so you can use those functions before or without inserting the key. The circuit shuts off after a period of inactivity, or when you lock the car, to conserve battery.
Nothing is wrong
