I know that with my '15 Limited with the Panoramic SunRoof, the brightness of the sunroof/shade controls is tied to the dimmer thumbwheel, but they will not turn off from the thumbwheel, even on the detent at the bottom that turns off all the cabin lights. The only time they turn off in my vehicle is then when the headlights are off.
I had to go test it just now because I was curious.
I already had one run-in with that thumbwheel when I brought the JGC home from the dealer. I couldn't figure out why they'd make a vehicle that the cabin lights didn't come on with the door opening. It turns out that I had turned the thumbwheel to the bottom detent to dim the console as much as possible to save my night vision since I was driving at night. After reading the manual, I came to learn that the detent at the bottom is "party mode", so you can leave all your doors open and the cabin lights stay off. "It's not a bug, it's a feature!"