Update status_led.rst (#3768)

Include note about status led blinking slowly when native API is included in configuration but no api client is connected.

components/status_led.rst

@@ -9,7 +9,8 @@ The ``status_led`` hooks into all ESPHome components and can indicate the status
 the device. Specifically, it will:
 
 - Blink slowly (about every second) when a **warning** is active. Warnings are active when for
-  example reading a sensor value fails temporarily or the WiFi/MQTT connections are disrupted.
+  example reading a sensor value fails temporarily, the WiFi/MQTT connections are disrupted, or 
+  if the native API component is included but no client is connected.
 - Blink quickly (multiple times per second) when an **error** is active. Errors indicate that
   ESPHome has found an error while setting up. In most cases, ESPHome will still try to
   recover from the error and continue with all other operations.