Always on Cigarette Lighter?

Hello, I have a 2010 Megane, I've just installed a Dash Cam that plugs into the cigarette lighter. When I leave the car and lock it all up, the light stays on, on the plug socket, as if it's still drawing power, however, I know that led's can still illuminate in certain circuits.



Does anyone know if these are and "always on" cigarette lighter or are they cut off with the ignition?



Thanks :)