If that setting is the same as other Prii with Auto-Off headlights, note that only works with the driver's door. If you exit out the front passenger door, it will not turn off. (e.g. you went to get something from the glovebox and entered via the front passenger door, and for whatever reason, also turned the car on in IG-On mode).
My older Prius doesn't have a buzzer in its mix of actions to choose from. That seems to be a newer addition to the mixture of possible actions. Before I took delivery, the dealer gave me a check-off sheet listing all the parameters that could be changed from their factory defaults, and they adjusted such according to my checkmarks as part of PDI. Among other things, I elected to have the headlight timeout changed from the factory default of 30 seconds, to 0 seconds. They did it, and I have left it at that ever since. It seems that option list should have grown since then. The lights just come on when pushing the Start/Stop button. Again, mine doesn't have a buzzer choice.
In case you didn't know, there is also a capacitive lock button on the door handle. I didn't realize that existed for a while.