Headlight switch lights turn off by themselves

Might these be "driving lights"?
Cars with "driving lights" have lights that are supposed to stay on all the time the engine is running.
These lights not only look like headlights, in fact some cars even have the headlights themselves come on when the engine is running. Look as some more (several) 2002 Grand Marquis's and see if they are the same.
Be blessed.

First off do you have factory lights or the aftermaket high intensity bulbs. if you do get rid of them and replace them and your multifunction switch (headlight signal light high beam wiper switch)

Although it is feasible that the aftermarket lights burnt the sockets, that would not cause the lights to turn on by themselves - a faulty switch would cause that. Inspect the wires that plug into the headlights - if they are not melted or burnt then they don't need replacing. I think you should go elsewhere for a second opinion - just to be sure you got an honest one the first time. Some shops replace everything as a general rule - not because it all needs replacement, but because they make more money on the job. I don't work for a shop like that and feel that is the wrong attitude to have - money is too tight for that!
Hope this helps!!

that happened to me too you have to switch out the the hole blinker head light switch. i got one at a junk yard for $22 my lights havent asted up since

Do you have auto lights when it gets dark out? When they come on is it in a parking garage or home garage where its dark If so chances are your switch/relay unit is bad. (or do they come on in daylight too)?

It is your Multi function turn signal / Cruise control switch. Dealer will charge you $300 approx. to replace.

how do you replace a headlight switch in a 07 grand prix gtp. head lights do not come on. all other lights work. fuses are good. amd so are the bulbs. was told that the headlights themselves were not getting a charge. and was told that it was the headlight switch.

check DRL relay if all good problem in head light switch or bcm problems.

sounds like the contacts in the headlight switch have gone bad.. the switch needs to be replaced - I have seen this more than once...usually due to someone installing "high performance" headlight bulbs that pull additional current causing the light switch to "fry" over time.
first do yourself a favor, and test the bulb from one headlight, just to make sure the bulbs arent both burned out.