it could very well be the really low current draw of the LED lights as well. I've seen all kinds of issues over the years combining different types of dimmers or motion sensors with really low power-consuming devices (christmas lights, CFL, LED Nightlights) - from only working one way; flickering on/off; etc. Apparently these things don't happen with the incandescence because they keep a steady light-load but aren't consuming enough power to see the glow.
If you can, I'd try a relay switch or something with a true disconnect when the power is off to see if that makes a difference. Obviously you'd lose dimming though.