Why is the light always on after replacing the light fitting?
Matching colors is usually correct, but there are exceptions. While this is considered the "right" way, it is for safety issues. The light will work either way. But we don't want the power from the brown going down the blue usually neutral in random parts of the wiring.

Which is why turning off the circuit with the switch is usually safe. If the wiring was reversed, with the switch on the blue neutral, the light will still work, but you would have gotten a really nasty full mains shock, instead of the "little" attenuated by dimmer shock. Always kill power to circuits at the breaker before working on them!

Dimmers, when full off, should indeed be full off. The fact it illuminates a light means it is defective. It needs to be replaced. It's not unusual for dimmers to emit a slight 50 hz hum during use, the volume proportional to the current being passed. But they must be able to completely open the circuit.

If you do get another dimmer instead of a regular switch, do ensure the lamps in the fixture are dimmable, and the dimmer is compatible with the lamp type.