I'm having the same issue with an LED for my low gas alert in the LE cluster I swapped into my wagon. I have about 3/4 a tank of gas, so it should be off... I tried moving the needle way down low, then allowed the needle to move itself back to where it should be (I really hope that didn't hurt anything.....). Light stayed on.
I'm thinking it could be polarity of the LED, in other words switch it around in the socket opposite of how it sits right now (most of these LEDs are polarized, they have to be one way in the sockets). If that doesn't work, I'm going to pop the #158 incandescent bulb back into the socket... if it STILL stays on, I'm yanking it altogether

I've gotten along just fine without low gas alerts on my del Sol and this wagon before the cluster swap.