You are gettin feedback thru the instrument cluster(dash). There are only a few ways that can happen. Here's one , you can try unplugging the air temperature sensor. It seems one or more of the resistors on the circuit board are allowing it to keep voltage to those lights, other wise they would dim with the switch. If my suggestion doesn't work, I think the only thing I would do ,is replace the instrument panel. You can find them at salvage yards or (hate to say it) E-bay. They are plug an play so no problem there. Make sure you find one close to your milage or you could affect the value of your car. I'm not the only one following this , it is quite a unique situation. If anyone has another alternative thought ,please jump in. Let us know how you proceed, so we can offer assistance ,any way we can. Hope this helps....