what am i doing wrong? every time i start capturing video, the LED light turns off. doesn't the remember LED suppose to keep the LED on?

2 ways i can make the LED light useful is when i turn it on while recording, which kinda waste some darkened recordings, or i turn on the LED then the rem.led., i half press the camera button until the LED turns off. then i fully press the camera button to start recording and lo and behold, the LED turns on too and i get the result i wanted.

is it suppose to work that way? any feedback is appreciated.