an analog VCA(or at least the brute one) does really close the signal when off, it attenuates it a lot, but not perfectly. Plus there is often some crosstalk between pcb tracks and cable passing around. So you can still have bit a signal into the output. If it depends on the knob position, it's probably more from cable crosstalk than VCA bleedthrough.
If it's at low level, it's nothing to worry about.