The signal lamp on the idiot light panel is wired ... oddly? ... when there's only one. Some bikes (ie 400-4) have two, one for each direction.
With one, they wire the indicator between the two signal circuits. So when one is on, it powers the other side through the tiny indicator bulb. That bulb only takes a tiny current compared to the two signal bulbs so it lights up bright while the signal lamps barely warm up, they don't light at all.
With LEDs that little bulb easily passes enough current to light the two LEDS in the signals, but not enough to light itself. So all four signals light up when flashing but not the indicator (maybe very dimly).
Two fixes:
1- add load resistors to the signal circuits. This lets the electromechanical OEM flasher work normally as there's enough current to make it flash, and the indicator will work as expected.
2 - add two diodes (ie IN4000) in the idiot light circuit, grounding one wire from it and having the two diodes inserted in each wire from the signals connecting to the other wire to the bulb, each diode with its ring end pointing towards the idiot light. You will need either an "LED flasher" - expensive usually from bike shops - or a cheap Autozone electronic 3 terminal flasher with a ground terminal. Note there are other types of 3 terminal flashers with no ground terminal which will just blow your fuse if tried.
If you're trying to save power and improve charging: LED signals aren't going to do much at all. You'll only be saving power while signalling when the signals are flashed on. What's that? 0.0001% of riding time? So the load resistors won't hurt your charging. If you really like the instant on and instant off flashing with LEDs that may be more attention grabbing, either the resistors or the diodes will work for you. The front marker lights going to LED will save power as they're on whenever low beam headlight is on.
