Power coming into the house is AC which means 50-60 times a second the power goes from +110/240V to -110/240v.
LED lights run off DC power, so to change the power type a capacitor is somewhere that holds enough charge to keep the item working until the AC power is back to a usable positive value.
Dimmers limit the power going to the light, so the capacitor doesn’t charge enough to keep the light and circuitry on for the full negative swing of AC power.
This is ungodly rudimentary, and corrections are welcome. There is also many nuances I am missing.