I usually have my num lock enabled (using KDE settings). When I change from some virtual terminal (either another X session or a text console) to my X session, the LED remains on. However, the next time I press a modifier key (Shift, Alt, Ctrl), the Num Lock LED goes off. Num lock remains enabled, though, so I have to press the num lock key twice in order to re-enable the LED as well.
Similar things have been reported and addressed in the past, see bug #63732. Back then, the LEDs went off by themselves a short time after switching back to the X session, while now it is a key press that triggers it.
Steps to Reproduce:
1. Start X session on VT7
2. Enable num lock
3. Press Ctrl+Alt+F1 to switch to text console
4. Press Alt+F7 to switch back to X session
5. Press Shift, Alt or Ctrl
6. Type some key from the number block
3. Num lock LED remains active in text session
4. Num lock LED remains active immediately after switch
5. Num lock LED goes off
6. The number appears, so num lock is still enabled
5. The LED should remain on
[ebuild R ] x11-base/xorg-server-1.10.2
USE="doc ipv6 kdrive nptl udev xorg -dmx -minimal -static-libs -tslib"
[ebuild R ] x11-base/xorg-x11-7.4-r1
[ebuild R ] x11-drivers/xf86-input-keyboard-1.6.0
If this is still an issue, please file a bug upstream.