Yeah....I noticed the same thing on my '04 (gen5?)
It's been a while since I've worked the headlights like that. Isn't there a loud and annoying buzzer that accompanies your leaving the vehicle, or attempting to, with the headlights on? I believe that this is happening due to the battery saver feature.
Unfortunately guys, when we bought our 2004 Camry LEs, we lost a few things compared to the '05.
2005 Camry LE-
ABS brakes
Auto headlights
About the only useful thing the '04 kept compared to the '05 is the tape player. Not that I use it, but nice to have it anyways.
This audio system sounds pretty darn good tho!!!
Sly