cigarette lighter is always on

This behavior is by design and it was the same on pretty much any Ford of that era (at least it was on the Mondeo, Fiesta, Fusion and Focus IME)

You can modify it to come on with the ignition but not without a little bit of re-wiring so it depends on how comfy you are with some basic electrical work.

Essentially you need to wire a relay into the the 12V wire for the cigarette lighter and use something that is only live with ignition on as the trigger wire for the relay (the "ACC" wire running to the radio is a good candidate).

While not particularly complicated electrics I'm not sure I'd recommend it as a DIY job to someone unfamiliar with electrical work in general - the upside is that any auto electrician should be able to do something like this for you in less than an hour.

I believe this would need custom wiring to be switched on and off with the ignition. Your factory lighter socket is not wired to do this.

I do not like making modifications that change the factory wiring or can not be easily reversed, so this is my suggestion. Get a fuse tap. This will allow you to create a new circuit off an existing fuse. Use a switched, non essential circuit, like switched power for the radio. Run the fuse tap to a new 12v lighter socket. The power wire runs to the center back or the lighter socket. You will need to run a ground to the case of the lighter socket.

Example of a fuse tap

New lighter socket

I'd look for a lighter socket like this with a bracket. You can use double sided tape (think command strips) to mount it so you are not making a permanent change.

Alternately, you could run power from the new circuit to the existing lighter outlet. This may be more difficult to run the power wire through the dash. If you do this, remove the fuse for the current lighter circuit, so you do not have a live wire hanging behind your dash.

EDIT: Based on Paulster2's suggestion. You could use a 12v to USB (socket, or mini) if your only intention is to use this with USB devices. My only concern with this is if it is designed to work with the fast charge feature on your phone. Some of these are available in a kit with the fuse tap.

Here is an example of one.

Unless you are leaving something actually plugged in and charging all the time, the charger itself is probably only running a little LED which is negligable in the context of the parasitic load from other things in the car. (clock, alarm, etc)

Even if you were to plug in a cell phone with a fully discharged battery, for example, which has maybe a few Ah capacity, the battery in your car is about 50 Ah, so in the worst case you might drain ~5% of your battery capacity in charging the phone.

If it's just the LED, they draw more like 20 mA IIRC, so it would take ~1000 hours for one to drain 40% of your battery capacity. If you are leaving the car this long I would just unplug the device!

Personal experience is that I have a phone charger with a little blue LED that is plugged in all the time in my car, and sometimes don't go anywhere for weeks at a time. I don't notice any trouble starting it after this, even in the winter.

It's also possible that your battery is getting old and weak -- you may want to look at a new battery if the car seems hard to start after sitting overnight.

I have a suggestion, but I don't know, why not use the world that. Disclaimer: this is only a plan!!!

Step back a bit. If you use another fuse socket for supply the cigar lighter you can overload the socket. And in this case, you should replace the whole car relay-panel.

Why does not switch the built-in cigar lighter socket by a small relay based on the "desired-stated" fuse socket?

DYI Example:

1. You have #1 fuse socket for cigar lighter, and #2 for e.g. lamps (that automatically switches on at ignition)
2. You buy a 12-24V relay to control the #1 socket
3. Put a fuse-tap into the #2 (as everyone uses it), but control the relay with it.

I know, this is a bit complicated, but if a manufacturer creates this stuff in a small box, I think, this can be more useful and safe than currently available stuff.

To build onto @rpmerf 's answer, here is a visualization:

In this example, let's say you have a SPARE unused Fuse slot, and the ALWAYS ON Cigarette Fuse slot. Depending on your manufacturer's recommended maximum amperage (my Cadillac CTS 2008 supports up to 30 amps in the front panel shared across both spares), you could use two Fuse Tap pigtails connected (like properly crimped) via the red cable, and divert power from the positive HOT SPARE to the negative Cigarette terminal, while inserting 2 total fuses into the top of each pigtail.

But don't forget, if the cigarette lighter's maximum allowed amperage is 20 amps, to use 20 amp fuses, not 30!

Here's another schematic of this possible idea:

It should work because the HOT from the cigarette connects to nothing and no longer powers anything constantly. And the HOT from the spare travels via 2 fuses and the red cable to power the cigarette.

Don't forget: It's super important to get the polarity correct! In this diagram, I purposely REVERSED one of the pigtails (so I don't need to solder any wires into the fuse hole).

Nobody takes responsibility for blown fuses, explosions, toxic fumes, or defragmented zebras!

Edit:

Here's a photo of me successfully carrying my HOT spare to my cigarette lighter:

I just got my used 2013 Ford focus, and run dashboard camera through the cigaret lighter. Did run tests with battery booster in the trunk, just in case if battery will die on me. Yes, it turns off in about 20-30 mins, but if you have weak batteries won't suggest doing it.