This section is dedicated to discussion of DTA engine control units such as the DTA E48 EXP, P8 Pro, DTA S40, S60, S80, and S100, as well as all things ECU related.
As Rob says, there will always be a small potential difference across an output.
This is enough to make an LED glow, as they have such low power requirements.
Use a resistor as the others have mentioned above.