Retrofit LED bulbs are a very hit and miss affair, the market is awash with cheap (although not sold as such) units. Firstly bikes and cars leaving the factory with LEDs as standard, the light units (as far as I can tell) are sealed you can't just change the diode. The fact it's a diode i.e a flat chip these days, they're not the bulb type of the past.
Each unit has its own microprocessor built in that run the diode/s and a motor for moving from low to high beam. This is achieved by either moving the reflector or the diode board. When a diode is running the processor is constantly monitoring and varying power to each chip, it's the processors where the issues lies,. Cheap retrofit LEDs made to replicate a standard bulb fitting don't work well, supply too much (over bright/ burn out) flicking seen a lot with CANBUS systems or cars with bulbs detection, won't work or as in your case stay bright. They're also polarity sensitive, high spec LED units for W21, P21 stop/tail bulbs cost up to 5x a standard bulb and 3x more than a cheap chinese version, which aren't polarity sensitive.
Even high end spec H7, 11, 4s etc such as Phillips at over £130 for a pair of Gen2 H7s (getting cheaper all the time) have issues, I fitted them to my Merc couple years ago, one flickered the other didn't and it was intermittent. I complained and to their credit they designed a few inline units, the first didn't work the second did, which I now think they sell as a extra, so I was the test bed perhaps.
I've heard of single H4 LED units by PIAA going for over £150
Yamaha indicators cost over £60 (pair) for a full kit last time I fitted a set, cheap ones are £12 - 15.
Yes it's possible to fit cheap LED's and get a result, often that isn't the case and you'll suffer any or all of the above and at anytime. If you really must go LED, there are companies out there that supply complete LED headlight and tail light units, they're just not cheap.