What's probably happening is your lights have a timer that keeps them on for a short period after you turn off the ignition and open the driver's side door. This is a safety feature so you can see your way to your house or wherever you're going at night. Once that timer expires, the lights shut off automatically. It's not an automatic *on* feature tied to ambient light.
To confirm this is what's happening:
* Try leaving the vehicle in a well-lit area: If the lights only stay on for a short time after turning the car off and opening the door *regardless* of how dark it is, then you definitely have the timed auto-off system and not fully automatic headlights.
* Check your owner's manual: The manual will explicitly state if your Caravan has any sort of automatic lighting system.
If you want to have fully automatic headlights, that's a feature that became more common in later model years. Retrofitting them into a 2005 Caravan would be complex and likely not cost-effective.