Such pseudo feedback can be just confusing. What is the purpose of "Snap ON" LED in case it can be out of sync?
But if you want that, add Software States for corresponding parameter. F.e. "Snap" with states "Off"/"On". In the button processing add "Set state" "Snap" <next> <loop>. And make State monitor for Snap, which sends corresponding MIDI (based on current "Snap" state).
Just echo MIDI can be used for indication only, since once you press LED will be on but on release it will be immediately off. If you want "operation confirmation", echo "On" message when pressed and trigger Timer <once> f.e. with 0.5 sec. In that timer send "Off" message. So, if you press such button LED will lit for 0.5 sec (independent how fast you release the button).