try pulling out the relays in the power distribution box one at a time and see if pulling one will make your dash lights go off. then switch that relay with another similar one (most of them are interchangeable) and see if the dash lights stay off. it might be that you have a faulty/sticking relay which is back-feeding power into your electrical system. if so, you problem has nothing to do with you key-lock or ignition switch.
i don't know if your issue is electrical or mechanical. in case you're not aware of how the key, lock and ignition switch interact with each other: your key has an RF chip inside of it. the steering column has a transceiver which reads the key's chip and the PCM checks the key's code to see if it's recognized. the key-lock connects to a socket in the steering column, when the key is turned the socket is rotated and pulls on a rod/linage that connects to the ignition switch, moving the electrical contacts in the switch from OFF to ON to START (or ACC).