LED in Hood fan won't turn off
Because somewhere in your system is a powered switch that relies on leaking small amounts of current through the (incandescent) light bulb. When they are not lit, incandescent bulbs are effectively dead shorts.  LEDs are not.  The small amount of current being leaked is too little to glow an incandescent.  However it's plenty enough to glow an LED.  

This posting talks about the problem, and one solution, and links to a "gory details" discussion.