Cordial greetings friend Leonardo, as for your query, this effect is due to the different multimeter models that exist in the market when using the ohm scale and measurement of continuity the multimeters thanks to the batteries that they use when they are in these scales that I mentioned send DC voltage through the test leads to be able to make the different measurements as in this case LED diode measurement, so that also normal diode resistors etc. are measured, and in the meters like the autorango they depending on the model and mark close circuit with what we are measuring and use small voltages to do so much so that they are not able to light the LEDs that are under measurement, due to their sensitivity and design ´ on the part of the manufacturer, that does not mean that the one you have this bad regards