This a volkswagon feature - daylight running lights. It is supposed to work that way. (Running lights in the daytime is a safety feature)
I myself don't like them. Mine comes on cloudy or low light days. That to me indicates there is a light sensor controlling their operation. If I could find it, I'd disable it there. Alternately, the only other way I can think of disabling them would be to take apart the emergency brake and disconnect the right wire that controls them.