This is normal. The dimming circuit passes a small current when off, which isn't enough to light a bulb but will trigger at least one of the LEDs if you have no bulbs on the circuit.
Solutions - ignore it, fit a bulb somewhere, put a suitable resistor in parallel with one of the LEDs (47 ohms would do).
Solutions - ignore it, fit a bulb somewhere, put a suitable resistor in parallel with one of the LEDs (47 ohms would do).