are the HID's in the high beams but wired up to the low beams... or in simpler terms was the person before you a RICER! they might have thought it would be cool to drive around with 4 headlights on... so they splice wires and wire the HID's up to the low beams but they put them in a high beam spot... so then every time the low beams are on the "high beams" or HID's in the high beams spot are on...
just an idea. but they shouldnt be on all the time, that is not how they work. im assuming your talking about the 3rd gen tegs. they have separate bulbs for low and high beams.
