Welcome to the forum.
If you are connected to the socket in your dashboard the problem is probably the always on type,,,,,, which some cars have these days.
I am pretty sure it is not a setting problem.
Anyway if the above is the case you have a few options.
1: ( not recommended ) unplug your camera from the socket, but this mean you have to remember to plug it back in the next time you go driving, this kind of go against all dashcam which should not necessitate any interactions aside for looking at your recordings every few months to make sure everything is good.
2: Some times the dash socket can be reprogrammed to only be on when the car is on, like most cars have always been, but for that you need to talk with the dealer / brand mechanic..
3: tap into a acc fuse with a female socket like in the dash, but to do this you need the correct add a fuse adapter and the female socket, and then as thats below the dash you probably need to tape the dashcam plug into the new female socket so the 2 dont wiggle loose.
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But you need to know what kind of fuses your car have to order the correct adapter.
This latter approach also mean you have to find a ACC fuse in the fuse box that is only on when your car is on, in some new cars that can be a problem to find as even the wires in modern cars have gotten smart, with things like can bus and so on.
It is not a game changer just mean finding the correct fuse can be less than plug and play.
My car are not smart, but i still god a cheap test tool in the dollar shop so i can find the fuses that are hot and cold when i need them to be.