Drive LED's are generally a function of your controller, backplane, and drive choices.
Back in the mid-2000's, we were selling the AIC 24-drive chassis with some 3Ware 95xx controllers in them. The 3Ware controller, IIRC, presented headers with the drive activity status which then had to be wired to the AIC SATA backplane, but the signal levels were wrong, so we had to have little PCB's designed to piggyback on the AIC backplanes that had (IIRC) TTL inverters on them. This was frustrating at best. A later rev of the backplane "fixed" that and AIC even started providing 3Ware-compatible cabling eventually.
I then ran into it again when I tried taking one of those backplanes and using them with a Supermicro SAT2-MV8 controller. Don't remember what the problem was there, but I remember hating that my Nexenta test box had no activity lights because it was not trivial to hook up the lights.
Point is, this isn't necessarily a software thing at all. Especially where you have a manufacturer's backplane, if you are not using their controllers and their cabling, it may well be your responsibility to work out the wiring and electronics necessary for the activity LED's.
For example, if you look at this Supermicro backplane:
http://www.supermicro.com/manuals/other/BPN-SATA-933.pdf
JP26 and JP47 provide activity LED signaling from the controller. If you don't hook up a cable from the controller to the backplane, probably no activity LED's.
Drive failure lights may also require a separate set of signals, and many boards and backplanes may not support it unless they were designed as a set. With the AIC backplanes (blue activity, red fail LED) I never liked the blue activity LED's anyways, since the drive power LED's were *also* blue, and the 3Ware 9550's didn't offer a fail out, so I usually set up the fail LED as an activity LED so I get nice visible red activity lights.