The LEDs draw much less current than the incandescent filament bulbs, the "nanny" monitors the current to determine if the various lights are functioning, if not then it puts you into the "Limp Mode". Does seem if there were just a simpler less dangerous method of notifying you that a bulb or bulbs have failed. My Cages all just give a warning icon on the dash display.
However, several vendors have after market LED lighting kits available that include the necessary load equalizers to keep the "Nanny" happy. One such vendor is CUSTOM DYNAMICS they have something for most motorcycles and have a variety of lights for the SPYDER, including Side Markers, Turn Signals, Tail Lights and Brake Lights.
As one person posted it is simpler to just add LEDs in parallel with the existing lamps, and this will work just fine until the original bulb burns out then the "Nanny" kicks in.