It's a relay that is placed on the power line, it's called 'theatre lighting' if I'm not mistaken. It's an easy mod to do, I've seen it done on a number of Cougars with just the interior light in the headliner, but offhand, I'm not sure how to do it myself.
Just thought I'd let you know that it is possible!
Secondly, a relay is a magnetic switch, nothing more. A relay does not fade lights.
Thirdly, no one should have to spend $20 on a fancy module. It should be as simple as a capacitor. A capacitor holds a charge on a temporary basic like a quick discharge battery as an analogy. If a high valued cap is put in parallel with the light bulb itself, when the power is switched off to the bulb the capacitor will then temporarily supply the power until it drains therefore giving the appearance of "dimming" out. You might also want to experiment with different valued resistors in series to attempt to decrease the drain on the capacitor to slow down the dimming.
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