Using constant current to drive LEDs is a good practice, but turning them on instantly can be dangerous for both the LED and the LED driver. Harmful spikes are generated when large currents are instantaneously turned on. This app note from Maxim describes how to soft start LEDs to increase overall lifetime and performance.
An incandescent bulb requires some time to reach full brightness after you switch it on, and that delay gives the eye a comfortable interval for adjusting to the bright light. LED-based lights lack this property. Instead, their brightness goes from zero to 100% almost instantly. That property is welcome in a camera flash, but rather annoying for general lighting.