To be precise, not all AMD Ryzen stock coolers have LEDs. The Wraith Max, Wraith Prism (successor to the Max), and some Wraith Spire coolers have LEDs.

For first-generation Ryzen, the -X models were often sold without a bundled stock cooler, which limited uptake of Wraith Max. Some had Wraith Spires with LEDs, others without.

For second-generation Ryzen, all CPUs come with stock coolers. The Ryzen 7 2700X has Wraith Prism and the 2700 non-X has Wraith Spire w/LED. The stock Wraith Spire and Wraith Stealth coolers for other Ryzen 2000-series CPUs do not have LEDs.

Of course, you can always turn the LEDs off.