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I don't believe there is any way to turn them on or off. If it's dark, the car is locked, and the key is on you, they should illuminate as you walk up to it.
The car used to do this and I made some changes in main menu..tuned on auto high beams and made running lights brighter. Now the puddle lights dont auto turn on.
See screenshot below for the 4 puddle light/foot light related custom settings. Maybe your settings were somehow discarded when you made changes...some custom settings can only be reset by the dealer apparently: