Wiring a rocker switch with pilot light so light is on when switch is off
You have a pilot light switch. Some are on when the circuit is on, others are on when the circuit is off and some can be set either way. It sounds like what you want is an illuminated switch, one that guides you to the switch in the dark so you can turn it on. 

While some pilot light switches can do that (and yours might), the simple illuminated switches generally look better, and the toggle itself is usually glowing.

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