Interesting; neon bulbs have the advantage of working on (US) line voltage without anything else needed, sticking an LED in there requires more stuff. Both could have been squashed in the US market due to Federal energy regulations. Or that clear section could be for the GFI version of the outlet, the few years old one in my bathroom has a tiny clear window for a green light when it's not tripped.
Weirdly some wall outlets have a little clear plastic section that looks like it should have a light behind it... but nothing. Asked a local 'builder' (I won't say electrician, because that doesn't exist here) and he had no idea what it's for either.