Most 3-way lighted switches work by adding a light between their line and load terminals:
This actually causes a small current to flow through the load (light) -- with incandescent or fluorescent bulbs, it's not enough to actually cause the light to go on. But with your LED blub, it's enough to at least start the bulb.
Your potential solutions:
- Replace the 3-way switches with non-illuminated versions
- Stick with an incandescent light
- Get an illuminated 3-way switch that doesn't draw current over the load lines. This can be identifiedA good sign is if it requires a neutral wire. Of course that also means you'd need a neutral in your switch box to be able to use it.