I think what's happening is that you are turning the LED on, but then the LED resumes it's normal behavior of turning on and off with SD card activity. You need to remove this binding to the SD card activity so that your program can turn it on and off and it will stay that way.
The best and easiest way to do this is with a bash script, although I am sure you can use the OS commands from within Python.
Look here for how to break the binding, and then you can turn the LED on and off as you please. You can even return the LED to SD card activity when you are done.
Basically, there's a file (location may change with which version of which OS you are running) that contains the "trigger" for the LED. Typical triggers are hard drive, SD card, USB and ethernet activity, "always on", and even "heartbeat." Change it to "none," then nothing will interfer with your Python or bash script when controlling the LED.