Depending on their construction, LED-style lights can cause a couple of problems:
If you use them for a blinker, and they weren't built with the proper impedance (ohms/resistance/whatever) then they can cause problems with the turn signal either not working or constantly staying on instead of flashing. Along the same lines, if used for a brake light or similar, they can send a false "bad bulb" signal to the system, and if your car has a warning light for bad bulbs, it could give you false warnings.