I know there is a setting for Auto lights with shutoff duration, but if I am on regular headlights and leave the car without switching them off the warning chime sounds.

If I leave them on and switch off the ignition will they eventually switch off by themselves?

Reason I ask is that I usually drive with headlights on - I live ina tree-lined area with lots of shade and cars can be hard to see. Be nice to just leave them switched on all the time and call it good.

Otherwise I'll see if the daytime running lights are enabled ...

not sure about the XF but on my s type in manual on mode it switches the parking lights on and they stay on for a while, then eventually ( after 45 mins or an hour) they too shut off so I think the answer to your question is yes but I dont know if you want to leave them on for that long after you get out of the car!