I am not the most PC inclined guy out there, However based off the number of cards I have owned, You cannot physically turn that light off without completely powering down the computer and all capacitors (turn your PSU off after shutdown). Those lights are normally there to indicate a proper connection, or notify you of connection or gpu related errors. If I am wrong, someone else may answer this thread with different advice. This comment is solely based off my experience.
Hope this helps!