Are we talking the hardware keys here?
I think it is the ambient light sensor. If it detects lots of light then you should be able to adequately see them therefore they don't light up. in the dark they do almost every time. I could be wrong though.
Interestingly I found a way to make the hw keys turn off on the 1520 every time I toggled the brightness to the lowest settings. It was due to some registry edits. I too when using the 1520 in the dark wanted it to be dim but also the keys to be dim as well or off. I since ditched this method and made the software keys available on the 1520 instead...
I never tested this method on the ICON but I have one still and I could try it out and let you know.
@Matthew Carr
Ok the hack is actually pretty simple. My ICON is updated to 10.0.14394.2363.
Download this version of interop tools
here. It is the one I used for now. Side load it of course by copying it to your phone and installing the ARM Dependencies, the cert, and the appxbundle package from the "3. th2 and higher" folder.
What I did then is I went to the Interop Unlock settings and toggled "Interop/Cap Unlock" to on. This will allow full registry access. Then I went to tweaks and toggled the "Enable brightness slider" to on. Reboot. That was it. Now every time my brightness slider is moved to the 0% mark the hardware key lights stay off. So I guess it is your choice. Disable permanently or use this hack.