Don't know if you can reconfigure that particular setting. I have a Tacoma that does the same thing. The door switch turns everything off. Best advice I have is to either manually turn off the lights or open the door when you turn off the car.
You turn your headlights OFF until you really need them because it is getting dark or raining. Sorry but in a car without automatic lights, those likely are the only two options. That's how my C works and I HATE IT because all of my other recent cars were automatic. At least it has DRLs in front when the switch is OFF. In the situation that you describe you also could just leave it ON. The engine will run very little or maybe none at all if your wait time isn't too much.
Super weird, this just happened to me last night. Drove to a buddy's house, drank too much, slept in the car with everything completely off. In the AM, car wouldn't start and had to jump it. Is this covered under warranty?
And you think you can clearly remember turning everything off ??? If it continues to do it, warranty maybe. If it's a one time occurrence, then no.