Rangers didn't come with factory perimeter alarms, they do have PATS but it is "passive" so no connection to lights or horn, it only disables starter motor and fuel supply if activated.
Ford Dealers did add perimeter alarms, these were Ford approved, but not factory installed as far as I know.
And these do hook up to the lights, i.e. head lights flash when you arm and disarm.
Do you think there is an alarm installed?
Only other thing would be the DRL(sorry, DLR were wrong initials) circuit, but it shouldn't have power to activate the lights when key is off.
If you don't already do this then set the emergency brake, this disables DRL circuit.
And see if lights still flash.
Seems it is not all that unusual on Ford Trucks, read here: http://www.f150forum.com/f38/headlig...uck-off-94470/