I bet they don't turn on all at once, but rather one at a time, very quickly, since there is no code to turn them off.
Perhaps something more like this:
int lit = 3; // save the lit one so we can turn it off
void loop() {
if (digitalRead(switchPin)) { // button pressed?
digitalWrite(lit, LOW); // turn off the old one
lit = random(3,10); // pick a new one
digitalWrite(lit, HIGH); // turn it on
}
}
-br