Super strange. My, also Colorado truck, the CHMSL bed lights turn off in drive.
Do you have the led/camera CHSML or the halogen/non-camera CHMSL?
Limited with all the fancy LED stuff and cameras.
I suppose it *IS* possible the NAViKS box is keeping them on but I seem to recall being able to turn them on going down the road before installing it. <shrugs>