I would guess due to inductive and capacitive linking on the interlinking cables between the two switches.
AC does not work like DC, you don't need a wired link for energy to pass, this is why the no contact voltage sticks work.
In most LED lamps you have a capacitor that limits current, then a full wave rectifier then a capacitor which smooths the AC to stop flicker, and a resistor it ensure on switch off the capacitors discharge. Plus of course the LED's.
The size of the leak resistor and the smoothing capacitor varies lamp to lamp, and the resistor produces heat, so with small physical lamps the smoothing capacitor and leak resistor are smaller than with big lamps.
The not switching fully off can be cured by putting a capacitor across the lamps, normally around 4µF some also have a small resistor, called either a load capacitor or a power factor connection capacitor they will remove the problem. However they need mounting some where, and they are too big to fit into many junction boxes or ceiling roses.
I used a Danlers Low Load Capacitor from CEF (0900-6730), Screwfix do Elkay 4µF Power Factor Correction Capacitor (1373G), TLC call it a Glowfix Load Regulator or Danlers Low Load Capacitors for Low Energy Lamps (DN CAPLOAD).
However the problem is how to fit it, due to physical size. I did manage to squeeze it in, then still had a problem with bulb flicker when on, I was using these [attachment=1]G9-small.jpg[/attachment] and I realised fitting one quartz lamp stopped flicker, but could not stop it with all LED, so [attachment=0]G9-big.jpg[/attachment] these break all the rules, no watts marked on them, no lumen marked on them, and so big physical size the frosted glass would not longer fit, but flicker stopped, and likely the not switching off would have also stopped without the load capacitor.
I would say get a quartz 10 watt bulb and just use one quartz bulb is the easy way out, if you want to play with load capacitors OK, but be aware you should not really dim quartz lamps, the whole idea of quartz lamps is the quartz is that hot the tungsten will not deposit its self on the quartz, but return to the tungsten, so putting it simple GU10 lamps should not be dimmed, I know we do, but if you do some thing you should not do, hard to blame lamp or dimmer switch.
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