I really like this idea. I’m sure we’ve all second guessed ourselves about if we locked the car, I know I have.
In order for the key fob to accurately display a “lock indicator” the car would have to send a message back to the key fob indicating that the lock or unlock command was received. A simple toggle indicator that basically turns on after you press “lock” and turns off after your press “unlock” wouldn’t work, because you could push either of those buttons when the car was out of range and then the light wouldn’t be in sync with the actual lock status.
So to do it right would require adding a little radio transmitter in the car and a radio receiver in the key fob. Both of which could be done, but both would add cost and complexity. But probably not by much.