Gauge lights

[Chevystep]

Finally put a battery in the 66 restoration and cranked it! No fuel though, so a new fuel pump is on order. One thing I noticed, the gauge lights were on the minute I hooked up the battery, is this normal and did I never notice that before the restoration? Shouldn't they only come on through one pull on the switch to parking light position? Do I need to pull the switch and continuity check it from power tap to other positions? Looking at wiring diagrams, the grey wire feeds these bulbs and goes straight to the fuse panel. What am I missing here? They DO dim when the switch is turned....so there must be some switch connection...