Many automatic switching devices don't like low-power loads. I have automatic light-sensitive timers in some of my rooms and changing from tungsten to low-energy bulbs caused exactly your problem. Strangely, they would work with the early low-energy bulbs but not LED. Looking at the packaging for the timer it said that a minimum load was required and changing from the old style low-energy to LED took them just below the limit. My timer failed a few weeks ago, so I bought a replacement - same make but an updated model, which now works with LEDs.
My switch WAS a Timeguard ZV700, the replacement IS a ZV700B. It could be that replacing the switch with a newer model could solve your problem but check the load requirements first.