It did it with the default theme it came with, at the time I thought it was just the theme settings but I had saved it before I changed it and checked just now and nope, it's set to no LED in 'normal'. I just threw a couple more themes on, ones that don't take as much memory as this one, and still an issue there. I'm 99% certain it's nothing to do with themes, barring an obscure firmware bug... at least I haven't run into the "won't resume from sleep" issues others have had.
I did forget to mention I'm using the software with SetupEScribe2_SP15_1_INT_ServicePack applied, and have updated the board to 1.1 SP33.2 INT, though as I said it was doing it with whatever firmware was on it when I got it too.