No the Lights STAY ON.  They do not go Off. I recently had a CDI Box start acting up. So I bought a new one only to ride the bike 2 times befor it stated doing the same thing again. My thought is that if the Shift Position indicator is telling the CDI that the bike is in Reverse and it is actually in High. It would engage the reverse rev limiter and start breaking up on the top end. That is the problem that also started when the lights started to stay on.
I located the Position switch tonight so I am working throught that theory. Does it seem like it makes sense??

I have checked out Bike Bandit and looked at the Microfich and can not seem to locate any type of switch or sensor any more ideas ?

I have a 2002 Suzuki Eiger and I am having problem when I start the Bike it runs great but the Lights that Indicate what gear High, Low or Reverse stay on all at the same time. Does any one know if there is a Shift Location Sensor or if this is all part of the CDI ? Some help would be great