With my S4 all the dashboard switch lights stay on after locking for about 15 minutes. Then all but the interior light switch and bood lid switch stay on indefinitely i.e. they're still on when I next use the car.
I've taken to using the isolator switch under the bonnet on the basis that the car is garaged, won't start without power being re-introduced, at which point the immobiliser is operational again.
No doubt someone will tell me my logic doesn't work.
David