In my car they're always on, unless I deactivate the DRL's on the CIC. Maybe is a 2011 build thing.

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2011 535i (07/2011 build) Imperial Blue, Oyster/Black Interior, Anthracite Wood Trim, ZPP, ZP2, ZCV, ZSP, 2TB, 6NF, 6NR.
2009 Kawasaki Ninja ZX-14

Retired: 2009 328i,Titanium Silver, Black Interior, Dark Wood Trim, ZPP, ZLP, 609, 494, AAW Tune.