Why would my headlights not turn on until several minutes had past.

What is your question?

Started my 2015 Equinox and left a parking structure. When I came to the exit and entered the roadway, my headlights did not turn on. Then after being pulled over and was told my lights were not on, I didn't understand because they have always been on. After a few minutes, they were now on? Could there be a problem? I don't want this to happen again. Is there something I should be aware of? Is there a possible short or electricial part that may need to be replaced?