Wall light switch and relay minimum load

First off: Apologies - I'm sorry this project will eventually have an Arduino in it, but I'm struggling with some basic questions first.

I looking for wall light switches for my house and ordered one of these to test:

What I don't understand is how this thing operates. According to the diagram, you only hook up the Live to the switch and then the neutrals coming from each light. Now can someone tell me, how this thing shows a blue LED when the light is off (i.e. When the circuit is broken)? Or am I missing something.

Also, I'm not sure why, but they specifically state that the switch cannot drive a load of less then 15W, balast driven fluorescents, or LEDs. The 15W minimum load requirement is making me think that there is a relay inside. What else can cause them to require a minimum load?

In any case, my intent is to hook up a 220V-to-12VDC transformer, an Arduino, NRF24L01 RF unit, and RGB LED strip lighting. The idea is that when you switch on the light switch and the circuit is completed, the PSU will turn on, the Arduino will power up and switch the LED strip lighting to white and stay this way until you switch it off again. When I finally figure out how to use the NRF24L01, I would like to use it to send the RGB values that the Arduino should use to PWM the different colors of the LED strip. This way, if something goes wrong, at least you can still switch the LED strip lighting on and off like a normal light.
But now... what happens when I turn off the LED lighting with the Arduino (i.e. switch all the PWM's to 0) and by doing so the load drops to practically 0W?

Thanks guys!

The 15W minimum load requirement is making me think that there is a relay inside.

Well it is an SSR, Solid State Relay. They have a certain leakage current which means with a high impedance load they will not appear to turn off.

riaanc:
What I don't understand is how this thing operates. According to the diagram, you only hook up the Live to the switch and then the neutrals coming from each light. Now can someone tell me, how this thing shows a blue LED when the light is off (i.e. When the circuit is broken)? Or am I missing something.

Since it draws 0.1 mW it probably uses the three lamps as 'neutral'. That's 0.909 microamps at 110V so not enough to make the lamps glow.

I've seen dimmers and timers that are not meant for fluorescents and leds actually used on such and it will cause an annoying flash every few seconds as it draws some power

really, on two completely different types of device W/O compatible drive specifications or were they part of the same load i.e. the 'switched load included the led PSU??

Doc