I am having similar issues with my Proto 2000 SD9.
It sounds like your after "Rule 17" dimming. There is no way to do this automatically in RailPro, you will have to do the dimming manually.
By default the front and rear headlights use output 1 and 2 (white and yellow wires on the 9 pin JST) and the lighting board in the SD9 will be set up for this (and you must use these outputs if you want to use directional lighting, ie, the headlights automatically change direction when the loco changes direction).
In the button setup you would make a button for the front headlight using the front headlight button and set it to control output 1. You'd then do the same for the rear headlight using the rear headlight button and setting it to use output 2. Both would use the On/Off 1 Sec Rev 2 effect.
Then, you can make Dim buttons for the front and rear headlights using the front and rear Dim buttons. These control the same outputs as the actual headlight buttons but use the Dim Rev 2 effect.
In the Locomotive setup pages there is an option to enable or disable directional lighting, you need to make sure this is enabled if you want to use directional lighting.
I must say don't understand why people want "auto" directional lighting, it's not prototypical (it was invented by the toy train market) and the ease of setting RP up to not use directional lighting is one of the reasons I went with RP.
- Tim