Great question — answering as the UphillTech team:
If the switch is a dimmer, remote operated switch, or a switch with a neon backlight, it may allow a small amount of leakage power even when off. It's not enough power to light an incandescent light, but it may be enough to dimly light led lights.
Full answer by Eric Gunnerson: https://diy.stackexchange.com/a/36733 (CC BY-SA 3.0).
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