I'm guessing you've tried BOTH "on" and "off" remotely?
You may have TWO issues at work here.
As Brian stated, the WS467 needs to steal power through the load. If the LED bulb doesn't allow that minimal current to pass through, the switch is "dead" with the light off, and won't hear any "on" commands.
When the light is on, the switch has power, so it *should* respond to the commands. However, if the LED bulb creates enough noise to block those signals, then the switch still cannot hear commands, so it can't turn off or dim.
Incandescent bulbs (which is what those switches were designed for) allow the small current to pass through them, thereby powering the switch when the light is off (it isn't REALLY off, it is dimmed so low that you can't see any light from it). They also don't (usually) generate enough noise to block or otherwise interfere with X10 signals.