So the bulb turns off immediately in another lamp? Maybe the switch on your lamp doesn't open fully when you turn it off.

I remembered something else: If you have a switch that cuts neutral instead of the live wire or both wires, LEDs can continue to faintly glow because of induced current. So I guess try reversing the plug on your lamp (if you can, I know in many countries the plugs are not reversible), but idk maybe that's not it.

If a new bulb doesn't fix the problem then the switch on the lamp is bad and lamp needs to be replaced. It probably has a standard E26 socket which means house voltage at the socket and the electronics are inside the bulb. I'm not sure what the lamp standard is but sometimes there is a switching circuit which provides a lower voltage to the user knob/switch for safety and uses that to control the house voltage to the bulb socket so there could be circuit board and componants at the switch going bad. Installing a new bulb will tell you where the problem is.

btw CONCRATULATIONS you are my 1000th hexbear reply

I wish I had a Xi bucks gift card I could send you