Oh you mean they are on when the jeep is off? If that's the case, it's because they need such little power to operate and there is always a very low current going through the wiring. There are resistors you can install to eat that power instead of feeding into the led.
I believe if you use something like a 6v zener diode if the voltage is under 6v it will block all voltage until it goes over 6v (like when you turn the lights on) than it will work as normal