LEDs can be used for bias in quite low-level signal circuitry, I understand. Never done it myself, though.
However, I suspect the OP is asking about panel LED indicators or merely cosmetic LEDs. Perhaps he has read of the significant interference generated by LED lighting? In that case the problem is the SMPS circuitry used to power the LED from the mains supply. The LED itself generates no noise or interference to speak of.
If you can use an LED in the circuit without harm, then putting one on the front panel will do even less harm to the sound.