I suspect I charge way too much for my circuit design services (if I was even looking for work),

but it seems there should be some off the shelf solution.
I recall midi to relay closure decades ago... while not very cheap. The specific box was called an EAC-8, but that was just the relays, and needed to plug into another piece of midi rack gear, to control the relays. A lot of work for a few LEDs.
This could probably be accomplished with a $2 PIC and a few transistors, but I don't write custom code either. Midi is pretty mature, have you done an exhaustive search, maybe look at some obsolete gear?
JR