I recently started having this problem. When I keep interior lights on Door setting, they stay on even after locking the car. I have checked to ensure that I am not overriding the setting by pushing the lense.

Any idea what the problem could be and how to fix? Dealer asked me to pay through nose just to diagnose.

 

I have this same issue, and found out a long time ago that there is a part that is built into the fuse block under the dash that needs replaced. The problem is... You have to actually replace the fuse block, and that's not cheap.
I was going to get the parts and do it myself, but you will have to reprogram the remotes to work with the new part.
There is a TSB from 2007 that covers this, so it may be worth talking to the dealer to see if they will warranty it for you.
I just leave my interior lights off unless I need them. Not worth $400 to fix IMO.