Some switch mechanisms come with built in or attachable LED indicated lights, such as the Clipsal 30PBBPL and 60PBBPL. These LEDs can change behaviour based on how they are wired, lighting up the LED only when the light is on, only when the light is off, or all the time.
Refer to the manual that comes with your switch to confirm the correct wiring for your particular make and model of mech.
If you chose to wire the LEDs to the output of the Nero device then the LED will be on whenever the light or device is on. If the lights are at 50% the LED will be as well.
If you are using a NERO-DIM ensure that the LED is dimmable as it will be lit to the same level as the attached lights.