Are LED's always necessary/desirable?
First note -- a GaN green LED can provide acceptable brightness at sub-milliamp currents, so the amount of energy a status LED on a GFCI draws can easily be reduced to something truly insignificant.

Second -- GFCIs themselves draw a small amount of current for the operating electronics.  Older models draw a dozen mA or so, while newer ones need less than one milliamp -- so even without the LED, you're still going to have a very small quiescent current draw.

Third -- modern GFCIs are required by recent UL943 revisions to have some sort of self-test/end-of-life indication in them.

However, if you really want to banish the little green lights -- getting regular switches and outlets without them is not an issue, and your GFCI protection can migrate into the breaker panel in most cases.