I have a Dell XPS 13 with an OLED screen (so no backlight). It has one of those power buttons in the keyboard. Luckily, however, Dell has included a "sign-of-life" option in the BIOS that will turn on the keyboard backlight, turn on the large white LED on the front edge of the case, and spin up the fans to max immediately after pressing the power button, if the computer is off and not in sleep mode. The instant feedback is so good.

Meanwhile, I used to have a Surface Pro 3 that did none of those. Pressing the power button did nothing for several seconds, and sometimes I would have to push the power button again after some seconds, for some reason. Quite irritating.