I'm a little confused by the issue.
So are you saying that your headlights only come on when you vehicle is in park?
This would be pretty normal part of Daytime Running Lamps and Auto Lights on most GM vehicles.
During the Day the Daytime Running lamps will only come on when the car is in gear. During the night the low beams will come on when the car is in gear. If the car is in park the lights will not automaticall come on. If you wish to switch your lights on while in park you can use the headlight switch to switch the parking lights on or headlights.