It's because LED's take VERY little power to lite-up and there is always a small flow of electricity flowing through. You CAN fix this by installing a resistor(s). The highER quality lights usually come withthe resistor already installed. Mine has been in and dinmly on for years now, you get used to it. It's not worth the hastle of installing a resistor if you ask me.
Current 2012 stock Focus
SOLD 2006 ZX3 SAP, Draxas Header, MBRP exhaust, CAI, Tuned, Debaged, FRPP lowering kit, SVT 5spoke wheels, Black Halo Projector Headlights, Niteshaded Side markers/tails, Mazda rear wiper, mustang antenna