You caught on in one part there. It appears that, when the fan control system you have is set to LOW, the voltage sent to the fans is so low the LED's barely light up at all. You had not told us before that fan speed is being controlled by a manual switch with those three settings.
As a general rule, control of fan speeds done automatically by a mobo is better than a manual switch on your case. All mobos have two groups of fan headers on them: one for the CPU cooling that is guided by the temperature measured inside the CPU chip by its built-in sensor, and the other group called SYS_FAN or CHA_FAN guided instead by a sensor on the mobo and used for case ventilation fans, which is what those three blue ones are doing. In each group the system constantly tracks the current measured temperature and alters the speed of its fans to alter the cooling provided by air flow, trying to keep the measured temperatures on a pre-set target as your workload (and heat generation) changes. Now, there are two possible ways for the fan speed to be altered. With the older 3-pin fan design, the mobo header simply changes the Voltage supplied to the fan on Pin #2, from 12 VDC for full speed down to about 5 VDC minimum (any lower and the fan will stall). In the new 4-pin PWM fan design, the Voltage on Pin #2 is kept always at 12 VDC, and the fan is sent via the new Pin #4 the PWM signal. Inside the fan case is a small chip that uses that PWM signal to reduce the flow ow current from that 12 VDC supply line through the fan motor windings to reduce its speed to what the mobo has decided it needs. These days, most mobo headers have 4 pins to accommodate either fan type, and you get to choose in BIOS Setup for each header the method it uses according to the type of fan plugged in there: Voltage Control Mode (aka DC Mode) for 3-pin fans, and PWM Mode for 4-pin ones. You should not try to mix the two fan designs on one header, but you can connect more than one fan of the same design to a header using a Splitter.
So, you COULD connect the fans you have to one or more mobo header(s), instead of to the case's fan control switch system,since they appear to have a standard 3-pn female fan connector. If you do that, the fans will run at a range of speeds depending on what you are doing, and adjust themselves as you work harder. We can be more specific on exactly how to set this up if you tell us the maker and exact model number of your mobo. However, the result will be that your fan LED's still will get fainter as your fans slow down, just maybe not shut off.
IF you want to replace those fans with real RGB fans, it gets a little more complicated because RGB fans really are two devices in one unit: a fan motor that needs a power source and speed control, and a set of LED lights in the case that also need power and display control of a different form. For this reason they have two separate cables each to connect to different places. Most mobos have headers for both functions now, but certainly not all. And more complicated: the RGB lighting systems also come in two versions that are so different that you cannot mix them in the same circuit. One is called plain RGB and uses a connector with 4 pins that supplies a 12 VDC power source and three Ground lines to control the displays. The more complex Addressable RGB system uses a connector with three pins and a 5 VDC power source, and a digital Control Line. Just to help make more confusion, because of those connector details, the LIGHTS are often labelled as 3-pin or 4-pin light systems, and this has NOTHING to do with 3-pin or 4-pin fan MOTORS.
IF you want to choose RGB (or ARGB) lighted fans, again we need to know exactly what mobo you have. Then we can advise which lighting system you can buy in the new fans so the mobo lighting headers can do all the work of powering them and changing the displays. That way you do not need to figure all that out.