Not sure about foreign markets but the UK Spec ST has no bulb warnings and the lighting circuits aren't CANBUS so buying CANBUS compatible bulbs make no difference. It's the resistor on these bulbs that make them 'compatible', not any circuitry inside them.
The reason the LED's stay on is due to residual charge in the fader unit of the GEM I believe. Normal filament bulbs draw a certain current, and discharge the fader in a certain way. Because LED bulbs draw much less current, it doesn't discharge the fader in the way it's expected. The resistor draws a similar amount of current to that of a regular bulb and therefore fades correctly
