On the SPD-SX PRO, when pads set to "DYNAMIC" keep playing after you switch to a different kit, the LEDs light up according to the volume.
If you don’t want the pad LEDs to light up according to the sound made by the pads in the previous kit, set PAD LED to “STATIC” or “STATE” in the kit used after switching. Refer to “Configuring How the Pad Indicators Light Up (PAD LED)” for how to configure the settings.