Installed new 3 way switch, now lights are still dim when switch is off
The switch specification calls for a minimum load of 40 watts (see page 2 of this).  Apparently it does not draw power for itself directly from the source, but relies on current flowing through it to power the electronics.

This review expresses one user's frustration with trying to use it with LED lights.

Alas, the solutions are not wonderful:


Add an incandescent or halogen bulb to the circuit, or
Replace the switch with one rated for 0 watts minimum.


An incandescent will shunt most of the current when the switch is "off" so that the other bulbs will be dark without the incandescent being visibly "on".