The majority of them for the past ten years or so actually leave the lighter socket on, but it's commonly wired to the console module, which turns off all electrical features (dome lights, etc), typically 60 or 90 minutes after you get out of the car. It's basically a feature to help forgetful drivers keep from running their battery dead because they forgot to switch something off.
This feature was not available with the 1995 Nissan Quest (Mercury Villager equivalent). I ruined the battery when I was a kid by forgetting a light... It was a great car though. My parents drove it for 9 years and 290 000 km, before buying the Honda Odyssey in 2004 (a 2003 model) that I currently drive.