Bob,
On my 88 XJ I have a headlight delay module. If you turn off your ignition while the headlights are still on it turns on a timer. Once you turn off the headlights you have 45 seconds of light to get to your destination. Works real night where there are not steet lights.
You could have a bad module, there is a 25 amp fuse in the fuse box to control this delay module. I think you may have something up with the delay module. Just pull out the 25 amp fuse and see if the problem stops. I can check tonight in my troubleshooting manual to see how it works.
I had my headlight switch internal circuit breaker fail on a trip and changed it out in the parts store parking lot. After I got it fixed I realized the delay feature did not work any more. Once I got back home and posted someone told me to change the fuse for the delay module.
What is the strange part is your headlights were on 2 days later, unless you keep your XJ plugged into a charger like some Fire Trucks the battery should of been dead long before Sunday.
HTH
Martin