Pretty sure mine doesn't turn off until after I exit the vehicle. Never tried to turn it off and lock it while staying in the vehicle to see how long it would remain on.
This is by design. When you say it won't turn off, you mean it won't turn off immediately. It will after a few minutes. And welcome to the forums a lot great information here. Feel free to introduce yourself in the members section.
Slideshow: A one-of-one U.S.-spec Mercedes-Benz SLR McLaren Roadster became even rarer after a factory-backed transformation at McLaren's headquarters.