External USB enclosures use a USB-to-SATA bridge chip which would consume a comparatively tiny bit of additional power. The USB interface itself is also slower and more processor-intensive than the native, internal SATA ports, meaning somewhat higher power consumption during disk activity. This should also be relatively minor though as you're probably not accessing the drive constantly.
Any single LED on the enclosure would be insignificant as a power drain. If the thing's lit up like a christmas tree it might become noticeable though.