So I guess it's a software issue.
As I have the headlights switched as DRLs, which is essentially the same as having headlights on during the day, I only notice the headlights "switching on" by the green indicator in the dashboard.
But like
@AH64ID said, when that happens, neither the dash nor the Uconnect dim and go to night mode. They do eventually as it gets darker, but significantly later. Like 15-20 minutes later.
And yes,
@Jimmy07, I do have both the Display and Theme Mode on Auto. I'll try again with the Display brightness on manual and see if that changes anything. Shouldn't, but it really seems to be a software glitch. I'll post my software version tomorrow if I find it, must be somewhere in the menu.
Oh, I should mention that when the headlights are already on, but the Uconnect is still in day mode, it immediately goes to night mode when I manually turn the headlight switch from "Auto" to "On". But if I turn it back to "Auto", it goes back to day mode.