Sounds like a broken reed switch.
But why not just leave it on for the extra security of a daylight running lamp. After all, if you'd bought the BUMM lamp from which the Edelux is derived, you would have had to pay extra for daylight running facilities (unless you bought the cheapest one and just left it switched on).
I leave my lamps on day and night, and everyone in my riding group has taken a tip and rides with lights on. Drivers give us a lot of respect.