LED matrix - MOSFET driver leakage?
As the voltage across a LED drops down through the forward operating voltage the current through the LED drops non linearly and very quickly. If self and stray capacitance is maintaining even a small current the LED can remain slightly lit.

How bad the problem is depends on the operating parameters of the LED.

Using a pull down resistor is an acceptable way of dropping the current through the LED very quickly the fact that these resistors are quite large in your case demonstrates that the LEDs will still produce some light at very low currents.