It's the other way round.
Mea culpa. I don't know where my brain was when I wrote that. Obviously, the car with no light would be the car with no switch

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However, returning to the original topic, Maurice now has a "lights on" warning buzzer

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Based on Alex's circuit, with two slight mods.
First, I took the power for the buzzer from the panel light circuit instead of the side lights.
That means that everything else works the same, because the panel lights are only live when side or headlights are on but if I
want to leave the sidelights on, when parked on a dark night, for instance, I can turn the panel lights off to save power, and the buzzer won't sound when I get out.
Second, as I mentioned above somewhere, I hooked into the wire to the drivers door switch only (they're brown wires on my car), not the one from the courtesy light. That way, the buzzer only sounds if the driver's door opens, so I can let passengers out or use the manual light switch in peace.
For what it is worth, here's the made-up harness, prior to installation.
The black wire with the bullet connectors goes into the courtesy light earthing circuit to the driver's door switch. The two diodes are the suspicious bulges in the black wire, hidden by heatshrink. I taped the supply wires to the buzzer to give them a bit of support, as they are extremely thin. I might tape over the buzzer itself, because it is a bit loud at the moment.
The black and red wires on the relay piggyback onto the ignition supply on an existing relay that operates a dummy alarm LED when the ignition is off, and the green wire goes to the panel lights via a "chocolate block" that's used to power my add-on instrument lights from the panel light circuit.
All the wiring is accessible behind my instrument cluster, which is on a bolt-in panel across the driver's side glovebox.
Everest is climbed!
I didn't pursue the voice message option, because all the voice recorders I can find are switched mechanically, not electrically, so it wasn't possible to build them into the circuit in place of the buzzer. (At least with my level of knowledge of electronics.)