This feature makes the host keyboard indicators (LEDs) match those of the VM's emulated keyboard when the machine window is active. It is currently implemented for Mac OS X and Windows hosts. This feature is enabled by default on supported host OSes. You can disable this feature by running the following command:
$ VBoxManage setextradata VM-name
GUI/HidLedsSync 0
This is a per-VM setting that is enabled by default.