Why does the right front & back headlights come on when I turn the car off

Do the lights go off, or do they just stay on? Some vehicles have features where the lights come on due to illuminating your path for safety when you lock the car. If they go off in 15-60 seconds, it's probably operating normally. If they do not go off, you'll need to see a tech near you who can diagnose your concern.

Make sure you're headlamp switch is not engaging the left or right park lamp, it is just passed the off setting and will illuminate one side only, of your choosing either by choice or accidentally and will remain on until manually turned off