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You need a scan tool to verify this, but a faulty door switch can cause this problem. You need a scan tool to see if a door is reading open even when its closed. This is a pretty common problem on the fords. I have seen this before.
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Can you turn them off with the dimmer switch?
Is there a setting in the owners manual that you can change in the vehicle settings?
I can send you a wiring diagram of the interior lights if you would like.
Ok I will open this up to other experts.
Does the radio turn off after you turn the key off and then open the drivers door?
Ok, you do have a bad door ajar/dome light switch on one of the doors. The lights will go out after awhile because the dash fuse box, known as the SJB (Smart Junction Box), which is a module, will turn the lights off by interrupting power to the battery saver relay and turning the lights off to save the battery. It is a designed operating strategy built into the system. Since the radio turns off when the drivers door is opened, cancels out that switch. The problem is in one of the other doors. Try this simple fix and see if it works. It is a 50% chance. Spray penetrating oil like WD-40 or PB-Blaster into each door latch and open and close the doors up to 20 times each and see if the dome light goes out with the key turned on and the doors closed.
The only other way is to have a scan tool connected to the vehicle and monitor all 4 door ajar switches to see what door switch is stuck open. Any good repair shop should have a scan tool that can do this, you do not have to go to a dealership.