DIAGNOSIS Not haunted, just a capacitor doing its job (slowly). The LED work light on the XRJ05Z is powered by the tool's internal electronics. When you remove the battery, a capacitor on the circuit board can hold a small charge for a little while, enough to glow the LED faintly until it drains.
FIX This is usually normal behavior and nothing to fix. To confirm, remove the battery and press the trigger a few times. This should help discharge any remaining power in the system through the motor circuit (even though it won't run) and the light should go out faster. If it glows for more than a minute or two after you do that, then it's unusual.
IF THAT DIDN'T WORK If the light stays brightly lit for a long time after battery removal, there could be a short on the control board that's creating a phantom circuit. This is rare, but if it happens, the tool should go to a service center as it indicates a deeper electrical fault.
HEADS UP This faint glow is harmless, but it's a good reminder to always remove the battery when you're done working and storing the tool. It prevents any tiny parasitic drain and is just a good safety practice.