120VAC only switches one leg. There is enough leakage (and the bulbs are also usually 'cheap') that they will glow.

From an article:

Residual Electricity

When a low current level is still present within your LEDs diode, the bulb will pick it up and convert it into lighting.

This phenomenon is called residual electricity. LEDs are most likely to pick up residual electricity due to their high efficiency.

High-Resistance

Sometimes the wiring is at fault. If the neutral wire is not earthed or is at very high resistance, it can leak a small current to the bulb. This faintly powers the bulbs continuously.

Fancy Switches

Some switches have features like an indicator light, motion detection, timer, etc. These need some power to be on stand-by.

Due to the wiring, LEDs can draw on this small power and still stay on faintly even when you’ve flipped the switch off.

Operating Temperature

The filament of an incandescent bulb gets extremely hot to give off white-hot light.

When you turn off the power to the bulb, the filament takes a few seconds to start cooling down. So it continues to glow slightly as the filament is still quite hot for a few seconds.