This is an unusual one. In the absence of a reply from a Bose Mod. for the moment:- With good Batteries you should have an LED on once you have pressed and held the 'on' button for a short while. This will be accompanied by the Noise Cancelling system beginning to work, which is the best indication as to whether it's working or not. It may change colour if the Batteries become weak. There is no way of adjusting the LED brightness as such, and in normal use, should be quite visible.
There is also a second LED if you have an A20 with Bluetooth. This is again, a hold for a short while and it will come on at various flashing sequences as per the User Instructions.
I am sure you already know this, but just reiterating in case.
Please report back if you need more specific info?