Something definitely wrong there.
When headlights set to auto in the garage, all lights (headlights, tail, number plate) should come on along with green light indicator on dash.
Maybe I didn't word it right. The headlights come on when in a garage when you start moving. The headlights stay on when leaving the garage, but the green indicator will go off. The headlights stay on when you come back to the garage, and the green indicator comes back on. The light intensity of the headlights never changes. Basically, no matter what, if you are moving your headlights are on at full intensity day or night.