I had something similar when I replaced all my warning lights' incandescent lamps with LEDs. The warning light for the Jake Brake would then faintly illuminate even when the Jake wasn't working; it shone brightly when the Jake was on, but I don't like to see false indications all the time. I think it was something to do with LEDs' much lower current draw - the Jake light is powered directly from the ECM, so who knows if the ECM was being fooled by the LED.
This was one of several reasons I've now gone back to using good ol' incandescent lamps for all my gauges (except those with their own internal illumination such as Speedhut) and all my indicator lights. It just annoyed me to see TARD in bright blue whenever I had the RETARDER (the Jake Brake) on . . .
John