What happens if you put the switch to be off for the interior lights? Do they go off then?
It's most likely a door sensor. They are known to go, especially on coupes. It's the little nub that gets pushed in by the door so that the car knows it's closed.
1998 BMW 328is - summer
1993 BMW 525i - daily
1994 BMW 325i - sold
1992 BMW 325i - gone
1988 Mercedes Benz 190E 2.3-8V - sold