If the switch is in the off position, the multi-function switch is likely at issue. These things are fairly susceptible to failure due to internal issues with the contacts. This is just a guess, though, and should be confirmed via a test.
RepairPal Certified shops can diagnose and repair your 2010 Mercury Grand Marquis. They provide transparent pricing with a minimum 12-month or 12,000-mile warranty on repairs and services.