Ive noticed this too with white smd leds. Often if iron is grounded but you aren't and vice versa, there is floating AC current around, which is often half of local line voltage. Currents are minimalistic and are caused from devices that have capacitors between line and ground (for meeting emi standard or so). Even very small potential differences from longer ground wires can cause leds to light up. White leds have often lowest current threshold to light up partially, and can be powered actually with RF power from wlan antenna connectors or leaking microwave oven etc. if leads are long enough to make antenna.
This leakage current can also ruin some smd leds and active parts, so using ground wristband connected to near soldering irons ground point is good move. (ESD also!)