Inded they do, Sen. Volvo do it as standard. You have to actively turn them off. On some cars it's sidelights, rather than headlights. It's a safety thing & it's a good idea. They're hardly "blazing away" (especially if it's sidelights), but they do make a considerable difference to how visible you are in poor lighting conditions such as dawn, dusk, a heavy thunderstorm, etc. As Dave says, if it saves one accident... A lot of people don't realise how much their visibility can fall.