The owner's manual says they will go out after about 20 minutes, which has been true for me, if they are left in the "on" position. I inadvertently leave the driver's side light on all the time.
When you turn the car on, make sure both lights are off. If they are off while the car is running they should shut off after you exit the car. They are controlled by the pushbutton next to the light, and also by the dashboard light control to the left of the steering wheel. They should go on when you exit just like the dome light they are replacing, then go out.
The dashboard light control switch might be getting pushed in or turned, and that may be what is affecting the other light too. Check the owners manual for how that control works.