Get a LED to fade out
Not all output pins are able to perform PWM ("AnalogWrite").


  On most Arduino boards (those with the ATmega168 or ATmega328), this function works on pins 3, 5, 6, 9, 10, and 11. On the Arduino Mega, it works on pins 2 - 13 and 44 - 46. Older Arduino boards with an ATmega8 only support analogWrite() on pins 9, 10, and 11.


https://www.arduino.cc/en/Reference/AnalogWrite

Note that the PWM-enabled ports are marked by a "~" on the board.

If you try analogWrite, e.g., on port 4, you'll get your observed switch behaviour.