What do you want the AI to do then?

The category should be "AI issues".

Well that depends on what seat they are in. If someone reaches over from the passenger side to turn your headlights on than you slap their hand.

AI passengers need to know their place in the transit chain, they have the door window, the door handle, recliner lever and maybe the glove box, nothing else.

+1 slap the hand

It depends entirely on their awarness setting, if set to danger then they won't turn them back on. All you have to do is give them the proper orders if you don't want lights on.

it should not matter on their awareness. they should know their place in the vehicle chain of command

The main issue I can see, that they're only passengers and yet they turn the headlights back on, once you - as driver - get out.

Correct, Fireball. This still happens in 1.38 stable. AI passengers should never turn the lights on after you have turned them off, especially when they are in stealth mode. There is no reason for this, so it's a bug, right? I hope BI fixes this, as it ruins immersion on night stealth missions.

The suggestion by C4lv1n may or may not work, I haven't tried it. However that has nothing to do with the problem that on stealth missions, with the AI set to stealth, the AI turns on the lights making the team highly unstealthy.

Changing the orders from stealth to combat can do the same depending on circumstances. It's a bug and a bad one. It's as bad as the AI with flashlights and NVGs running around in the open with lights on by default - "Coo-ee, here I am! Shoot me now, please."

Combat and stealth modes have obvious penalies to AI movement speeds, so you don't always want them be active. Aware mode is useful if you want to move to your AO fast while no hard contact has been yet made.
Thus the lights should be off even in aware mode. Cases where you want your lights be turned on are very rare anyway.