Clean and energy efficient LED dimming

Using Arduino Project Guidance
9

I did some tests now.
Just a IRLU8726PBF MOSFET: http://www.produktinfo.conrad.com/datenblaetter/150000-174999/161232-da-01-en-MOSFET_IRLU8726PBF_I_PAK_IR.pdf

Is it normal that i always measure 4.5V on the LED when there is no signal on the gate?
Here is my test code:

#define hallwayLightOff 22
#define hallwayLightOn 23
#define hallwayLightPin 6

int hallwayLightPWM = 0;

void setup () {
    Serial.begin(9600);
  pinMode(hallwayLightOff, INPUT);
  digitalWrite(hallwayLightOff, HIGH);
  pinMode(hallwayLightOn, INPUT);
  digitalWrite(hallwayLightOn, HIGH);
  pinMode(hallwayLightPin, OUTPUT);
}
long hallwayLightValue = 0;

void loop() {
  hallwayLightPWM = map(hallwayLightValue, 0, 1023, 0, 255);
  if(digitalRead(hallwayLightOff) == LOW) {
    if (hallwayLightValue++ > 1023) { hallwayLightValue = 1023; } // constrain high value
  }
  if(digitalRead(hallwayLightOn) == LOW) {
    if (hallwayLightValue-- < 0) { hallwayLightValue = 0; } // constrain low value
  }
  analogWrite(hallwayLightPin, hallwayLightPWM);
  Serial.println(hallwayLightPWM);
  delay(1); // speed of change
}

The problem is that already at "PWM 50", which gives me 9.6V the LED is full bright.
If i switch from "PWM 1" to "0" it really needs long until my multimeter goes down to 4,5V.

How is that with SSRs? Do they also not turn off completely? That would mean there is always
power wasting?