The only purpose of being able to illuminate one side of your car with the parking lights is for parallel parking in the city, moreso a city with narrow streets. In the US, with the use of parking lots and garages, they are pretty much useless. And if you don't ever go into a crowded city they are also useless.

I believe the correct use (the owners manual goes into detail on this) of these lights is to illuminate the side of the car that is facing the street so that oncoming traffic doesn't hit your parked car. This makes much more sense in europe, though there are some narrow city streets in the US where this could be handy. And yes, they are designed to work when you are not in your car, when it's parked. So if you went to the biggest city near you to have dinner and got a spot on the street that required you to parallel park, you would park the car, set the city lights to the side of the car facing the street, open the door, lock it, and walk away. Once you close the door, the parking lights on the side you set, will be lit (after the fog lights and parking lights that normally illuminate when you get out of the car shut off). And presumeably you won't come back to your car later and find it was hit by someone who didn't see it.

However, the more likely scenario is that some slime bag notices your car parked and that it has one set of parking lights illuminated. Boom, scumbag notices your car and decides to investigate, and maybe he decides to help himself to your car or its contents. Or, maybe the meter maid walks up and down the street and notices your city lights. (S)he'll then know how long you've been there as you will be the only one with city lights on. In fact, they might even think there is something wrong with your car. Confusing people can be fun though!