I don't have a 2016, but I'm assuming the lighting should be similar to my 2013.
If the headlight dial is set to AUTO, then there is a delay between when you turn off the vehicle and get out, before the lights actually shut off. Kind of a courtesy thing so you have light as you are walking away from the vehicle in the dark. They should eventually go off after exit with the doors fully closed.
I have the same annoyance with the dash during the day with the lights on as well. Just turn the brightness knob to the highest setting during the day and it engages a "pseudo" day mode.
As for the radio, mine has different night settings. I have it linked to headlights so that when they come on, the radio turns on the dark theme. I'd look at those settings and then make sure your dark theme is actually a dark theme.
Again, I'm just assuming things are similar as I have the 2013.
Cupeez; LED Interior + License Plate Lights; Curt T Wiring Harness; Torklift EcoHitch; Weather Tech Floor Mats + Rain Deflectors; Kicker Speaker Upgrade