Changing the led use

In my switch 3 gang, when one switch is on its led is off and vice versa. That's very confusing, even more in my situation because the sign the light that is connect to the switch is not in the same room as the switch, so reading the led is the only way to know if the light is on or off. That's counterintuitive to remember that the LED On means the light off, even more for people who don't know the place. Is that a normal behavior and is there any way to modify that?