Why do some LED lights go dim while others go out completely?
Because it's not enough to have an LED rated dimmer.  You also need dimmer-rated LEDs.  

What's happening is the dimmer needs to power itself.  Some dimmers power themselves by using a neutral wire.  But those which don't, power themselves by leaking a small amount of current through the light bulbs.  Historically, incandescent bulbs didn't mind that.  However, the more efficient LEDs see a small trickle of power as a command to "come on slightly".  Many LEDs made for dimming have an extra circuit to cope with this.  

You should also check your dimmer to see if it has a "hard off setting". Some dimmers have a smooth range in the dimming zone, but if you push harder, you will click past a detent, and into a "hard off" setting.  That setting is to allow you to safely change light bulbs without getting nailed.