I have the sport also and noticed this. I was wondering if they turn off automatically after some time or something as I don't remember having a car that didn't have a reminder sound if you left your headlights when turning the car off before.
I believe the technology package in regards to headlights is the same between the T and GT. My Touring has auto headlamps with auto off as well. What's more, if you look in the personalization settings or whatever they are in the infotainment screen, you can select for how long you want them to remain luminated after you power down and exit the vehicle.
You can set when you want the lights to turn off, if you have the radio with the LCD screen it is inside the setup, vehicle tab. If you have the other type you will need to look in the owners manual.