Integrated LED + Resistor + Transistor
Short answer: No

Explanation: Essentially what @Passerby said. While it sounds like a nice idea in theory, the variability in supply voltage, control voltage, max brightness/current, etc. all mean that these devices would have to be made in relatively small volume.

Small volume -> high price, so that product line likely wouldn't survive very long since the supply of transistors, resistors, and LEDs are so high that the  same ol' circuit can generally be made dirt cheap.