LED current quandary
A PIC output does not behave like a direct connection to a power supply. 

The output of a PIC operated from 3.3V would behave (roughly) something like a 30-150 ohm resistor, depending on a number of factors. 

The shape will be similar to this (5V) but the numbers will likely be quite different:



The LED has a voltage-current curve like this:-



As you can see, with 3.3V directly across the LED, the current will be very high (it will behave a bit differently off the graph). 

100mA will damage most small LEDs fairly quickly. You'll also likely see the color change as the chip overheats (it will move in the direction of longer wavelength as the chip heats). The opposite of when you dip an LED in LN2.  

On the other hand, when you connect it directly to an output, the output acts sort of like a current limiting resistor (though not a very predictable one), and it probably will not see a destructive current (not guaranteed). 

Bottom line, if you want a predictable and safe current, you should use a current limiting element of some kind- a resistor is usually a reasonable choice.