Hello robertferanec thanks for your reply.
In fact I found another workaround, I disabled Create Rooms and disabled Create Component Classes in the Project Options. I did Update changes to PCB, the process was very quick. Then I used pip file to place my component in the form of Matrix. I did layout for 1 LED and copied that to all the LEDs.
I also created a ticket in Altium Support and I was in contact with a support guy, he also faced the same issue. He has reported this issue to the R&D team and my ticket has modified to 'Submitted for developement' so I guess they might solve this problem in the next build or next version of Altium.
Thanks for your help !

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