Trouble with LED bulbs
What is happening is that the folks who designed your fan receiver did a terrible job of it, and you simply didn't notice it before.  Incandescent/halogen bulbs are relatively insensitive to leakage currents because they are so darn inefficient -- you can put several mA through them and nobody will notice.  However, putting that same 5-10mA through a LED light bulb will cause it to turn on dimly or flicker, depending on the bulb's internal circuits.  Whoops!

The answer is to replace the fan receiver with a model that doesn't leak current down the light wire when the light's supposed to be off. (You'll probably have to replace the transmitter remote along with it.)