I’m assuming an LED fog light would be very similar. I did that on my NG 9-5 and it worked out perfectly. Looks like Phillips offers an LED front fog light for the OG 9-5 too. I arbitrarily put in a 2008, not sure what year your car is.
I installed a set of optional maybe even aftermarket projector beam/lens lights. I removed the quartz bulbs and intalled LED I had to get the right socket and modify the rear. They work really well, no bulb monitoring.
Well it certainly looks aesthetically pleasing, I'd be more concerned about my own visibility during inclement weather versus what other people think about the color of my lights. Considering that when you're driving it you can't see it... I'd get some good yellow bulbs, or a lens covering that's yellow so the light can cut through fog and rain and snow vs. just bouncing right off back into your eyes.