Does your dimmer work if the dash lights are on? Mine Only work if the dash is lit. If it isn't lit then the dimmer don't work for the clock or radio for example. I haven't noticed if it dims the dome/interior light because it is in the back & I didn't look at that yet.

 

Hmmm...dimmer should work any time headlights are on ,,because park lites are on too...unless you fiddled with the auto lite switch and you only think they are on...DRL's instead of headlights..if park lites off then dash is lite bright and not dimmable...shifter light is only on with headlites....heater/radio/speedo is on all the time, dimmable anytime park/head( not DRL ) are on.

 

I have the 'auto' headlights on. That is probably what it is. Everything you explained sounds about how it is & how it would be. I Never thought that because the Fords are different. (I was use to the 2003 Ford Explorer XLT I previously owned.)
Thank You Very Much for the idea.