How to stop LEDs from dimming in small circuit
The LED's dim when you close the switch because you're drawing more current from the battery.  The simulation you're using assumes an ideal battery with a constant 9V.  In reality the voltage from the battery will depend on the load (current draw) and the voltage will drop as your circuit draws more power.

Your schematic shows that you're driving the LED's at a high current.  You'll find that many LED's are just as seemingly bright at smaller currents, like around 10mA.  I would recommend wiring the 3 always lit LED's in parallel each with their own resistor and use as large as possible resistor values (small enough so that the LED's are bright enough for you but as large as possible).  This will reduce the current draw and will result in less dimming when you activate the 4th LED with the switch.







simulate this circuit &ndash; Schematic created using CircuitLab

Blue LED's typically need more current to look bright.  Red typically look bright at lesser current.