The process of how the light dims depends on what type of light switch you have and how it is configured in HAL. If it is a "smarter" light switch which supports Preset Dim or Extended Code then it should always go to the dim level you select. If it is a "traditional" X10 switch then it depends on if you have it configured for "relative dimming" or "absolute dimming" (which means the light will turn off then on then dim, or it will brighten fully then dim). These are features HAL includes to make "traditional" X10 switches smarter.
See the Device Wizard screen in the HAL Online Help Guide for more information on setting these dim options.