This, believe it or not, is not a "problem". Its the way the light is wired. For some reason there is a slight current going thru the bulb. It is enough to turn on a LED(very dim) but not for a incandescent bulb. It won't drain your battery. When you turn off the car and lock the doors it goes completely off after 10-15 min. Besides being a little annoying while driving at night, its not hurting anything.
I ran into the same situation and figured out that it is harmless.
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2003 SVT focus
Build number: 61 of 3985