Like @Automated_House , I have seen this occur with multiple brands that did use a neutral. Leviton were famous for this problem for several years. It has to do with how the device was designed to feed current to the radio even when the dimmer was “off.“
Leviton did a redesign about 3 years ago which specifically addressed that issue and which they felt was important enough to include in the press release on the new models:
Leviton releases 5 zwave plus devices--solves low load glow problem
So while it’s more common with no neutral models (other than Lutron, which have a different patented wiring scheme), it does occur with some neutral-required models as well.