When I cut power to my display, the LED's slowly fade off over about 10 seconds.
For stability reasons, SMPS do not have a very big capacitor on the output so they tend to die off (voltage drops off) fast. 2 - 3 seconds would be long, in my view and 10 seconds are extreme.
Typically here the solution is to bleed it off, with a small resistor but it wastes energy. Maybe you can parallel a few more of those LEDs and run them at higher current levels.