Hi Pioneer,
I have a similar problem to this chap:
https://forums.pioneerdj.com/hc/en-us/community/posts/203330029-DDJ-SX2-Cue-Pad-LEDs-stay-on-ALWAYS
I have read a couple other threads and haven't come across a fix for this annoying problem. I have the latest USB drivers & the latest firmware on the SX2. Also have tried different USB cable.
Here are 2 videos showing what happens but on different laptops with different operating systems. The problem is slightly different on each laptop as you can see. Bare in mind the Windows 10 laptop is brand new. I've installed Chrome on it and now Serato DJ for testing. That's it.
https://www.youtube.com/watch?v=t6Rh2VeaPF8&feature=youtu.be
https://www.youtube.com/watch?v=iqLD0JheGC4&feature=youtu.be
Also, it's worth noting that after you plug the SX2 into your laptop the 6th pad lights up blue, even before you launch Serato DJ. This would indicate it's not entirely or at all an issue with Serato DJ?
Any help much appreciated :)
Thanks