I thought the follow home function would still turn the lights on and off with the ignition except that it would leave the headlights on for an extra 30 secs when you get out ...(some have made big efforts to convert older models to do just that..) so surprised you got it disabled
My SLX doesn't have the auto on lights so I don't know how they work with the follow home function.
My follow home function also turned
on the lights when you unlock the car.
My current situation does not require this feature (auto house lights), I also grew up with unreliable batteries and I don't feel comfortable having the lights on without the engine running.
Old myths and perceptions are hard to change at my age.