You have to trust that the software you have on your device isn't using the microphone and camera without your permission.
I checked and my new(ish) XPS 13 does have a tiny light when you use it as does my ASUS 2-in-1.
So I'm at 50-50 in my collection. I asked my girlfriend and she doesn't recall there being a light on her Toshiba laptop and she does Skype with it semi-regularly.