There is a chime module somewhere under the dashboard, on the left side I think. It should chime when you have the door open and the key is in the ignition, and if you shut the motor off and have the light still on., The module also does other things however.
My Escorts are all 2nd gen ones, and the chime module works right on all but one of them. I figure it could be a bad module, or bad wiring feeding to the module for another of its functions.
I like to defeat the beeping if I have the door open and the key in, which just requires snipping a wire on the ignition switch. But I like to leave the chime function that reminds me if I shut off the motor and still have the lights on.
I would presume the 3rd gen Escorts have more complex functions run by that chime module.
And Welcome to the forums!