SILENT/NO ITERRUPTION is made to be like that.
It will not show you notifications, not light up LED light nothing. When i went to cinema i put it on that, i had nothing, moment i went to normal silent mode "with volume key down" i received notification and led light notification.
This mode "no interuption" is like this, nothing cant interrupt you, including led notification
EDIT:
• None
• Priority
• All
1. If you select "None" You really will not receive any more notifications on your phone. But is also important to know that in this mode the alarm clock also no longer rings! Caution!
2. When selecting the "Priority" mode, you will accept the settings from the menu above. This can be configured as your new silent mode.
3. To enable all sound notifications on your phone, choose “all”.