I wonder if the new switch has to be formatted or something.
The headlamp switch is simply plug and play. I have removed my Canadian switch (DRL's) in the past and replaced it with an American version and it was as simple as uplugging the switch module from the wiring harness and plugging in the alternate switch. With DRL's the headlamps do light up along with your markers, regardless of where the switch position is, however your fog lamps should only work if the switch is pulled as per the instructions in your owners manual. Looking at your profile, you are in South Carolina, so I'm going to assume you are working with an American model, if so, what you are describing is indeed a fault, and my guess would start with the switch. There is no software intervention that I know of.