I'm pretty sure my MacMini doesn't have a hard drive activity LED. Don't get me wrong, if the case has one I'm going to find a way to wire it in. But over all, I don't see the activity indicator as anything more than comforting. In an age when the computer handles its own power, we don't really have to be concerned about whether the hard drive is working or not before we kill the power on the system.
Having said that, there are a number of threads out there which indicate that there is no LED lead from the connectors. Pinouts.ru confirms this, provided the pin-outs are accurate. I recall reading that the power connector had an activity LED lead, but I can't find that again to corroborate -- pin 11 shows as "reserved," and that may have been it. It's in amongst a bunch of ground lines, so I would assume worst case it's grounded, and probably varies from manufacturer to manufacturer.