The ZEN26 switches use a special double relay to accommodate the unique 3-way solution and allow some current flowing between the regular mechanical switch and smart switch for electrical status updates. For the ZEN27 Dimmer specifically, it uses MOSFET which allows for brightness control. Since it's not a simple on/off switch, current leaks can occur as with most dimmers (and that's why they usually feature air gap switches to disable power completely).
Typically, you shouldn't experience issues even with low-voltage LED bulbs and there is no minimum Wattage requirement for the ZEN26 switch or ZEN27 dimmer. We don't find this to be an issue with the most popular, high-quality LED bulbs available. But depending on the drivers in the bulbs, they may produce a glowing affect. You can try switching one of the bulbs in the group with a different brand or going with the ZEN21 and ZEN22 models here instead to address the problem. If neither of these options is possible for you, please reach out to us. We'll be happy to help!