Installed lights and they are very dim with the switch off..... did I miss a setting? Like the night light, but want to be sure it’s not a problem

No. There's no night light feature. If you're using a dimmer switch, it may not be turning the power completely off. If there's no dimmer, you may need an electrician to ensure there's not something feeding waste power into your neutral or ground wires. LEDs use very little power, so a fixture with an incandescent bulb wired to the same outlet box may not have illuminated.