Should this be on all the time?
 

So, I don't know if this is a issue or if I'm just forgetting things.

The parkinglights or whatever you call them:
https://i.imgur.com/denJb62.png
They are on all the time when my car is running, it's on whether I have the light switch set to 0, the parkinglights or the halfbeam lights.
Is this the way it should be?

Here is a video of it: https://streamable.com/mljg6

Yes, that is normal.

That's not the way it works on my car - the LED on the switch panel is off when the switch is set to 0.

I think mine was like this too before, dunno what I've done to change it.
But to be clear, this is when you car is ON right?

Yes, I tested it this morning with the engine running.

You can switch this off,there are topics on this here.

I think I know what topics you are referring to, I've seen few "how to turn off ... lights" but can't find them now XD anyone knows the thread where it says how u do it?

There is a proceedure that works for Volvos after 2000 - copied this from another thread. Give it a go, it might work for you if your lucky.

to on/off DRL

put light switch to the Center position , (sidelights > Green LED ON)
Switch ignition key to position II (Drive, but Do Not start the engine)
Pull Main beam lever towards you and Hold it there,
Turn light switch to 0
release main beam lever

DRL should now be "OFF"

To turn them back On for winter / murky days do the Same steps.

Can confirm, this works however the halfbeams are also off now. I want to keep the halfbeam on, anyway to do that?

You need to go through the same sequence that you did to turn them off, to turn them back on again.

On the X40 the so called DRL lights use the dipped beam headlights, so you either have the dipped beams on all the time or off apart from when you turn them on at night. The little side lights are only used for parking.