It does not behave that way on my car (2006
MCC with xenon headlamps, DRL enabled). The DRLs turn on but do not self-level when I turn initially the key to the on position, but they self-level as soon as the engine is started. Also my xenons go through leveling immediately when turned on (no 5-7 second delay).
I see that you have a 2003 and perhaps it is different with the older style xenon headlamps. I think it is unreasonable that you have to force the DRLs to point correctly. I suggest that you check with your dealer.