Mine do that, too. If yours is actually from the nose area, it is unintended light bleed. The "step lights" were mounted farther back toward the cab steps.
The instruction manual only makes a passing mention that "In DC the step lights and number board lights are always on". I have not found any reference to a DCC function to turn them off.
Some of the FL9s from Rapido had faulty number board PCBs. They sent me a replacement but I have not opened the body to make the replacement.
Walthers E units have a separate shield that screws to the frame to block the escaping light.
Good Luck, Ed
I recently purchased an HO scale New Haven Rapido FL9. When lights are on the font trucks are illuminated. Is that correct? Is it unintended light bleed?
Gary