Unfortunately the ZEN32 buttons do not have any sort of on/off status. The only way to change the LED indicator is by setting the parameter which then causes the main button LED to flash as it does with all parameter changes. The community has requested a way to set the LED without the flashing so we will see if they come through with that on a firmware update I guess.
If you dont mind the flashing you can use the setLED command from a rule to adjust the LED on any of the buttons using this community driver. [RELEASE] Zooz ZEN32 Scene Controller (community driver)
You will have to use a rule though, cannot be done with a scene alone.
