Gear Box lights on 2004 Lincoln Navigator

are the P,R,D,l,2 lights are suppose to stay on when the car is turned off or do they are suppose to be on at all time even when you are driving. Or do they suppose to be on when you have your headlights on?

Asked by for the 2004 Lincoln Navigator
The shift indicator back lighting is designed to only come on when the vehicle's headlights are on.