To be clear, I don't mind manually turning the headlights off and on. The trouble I have is that the dash is lit regardless of whether the headlights are on or off. On older cars, in rainy and/or overcast situations, you were sort of "prompted" to turn on the lights because it got hard to read your speedometer with no backlighting. If you forget to set your lights to Auto because you were using them manually, it's easy to find yourself driving in a semi-dark situation with your headlights on because you can read the dash just fine even with the lights off.
Don't get me wrong, this isn't an end-of-the-world situation, but yeah a "nice to have" feature would be adjustable auto headlights, or at least a sensor that turned them on earlier.