Sometimes those lights are controllable via software that isn't included in the main driver package (especially if it's not lights the reference card has). When I still used led controlling software (I think it was the ASUS one), it was able to also control the lights on my GPU. You can change the colour(s) or just turn it off entirely.
You might even be able to turn them off and then unload the software and remove it from your startup, though it depends on whether the lights are controlled via firmware that persists on the device or if they need to be actively controlled by software running on the system. It varies from device to device.