Interesting idea, but I've not heard of such a device. The recording lights that I've seen need to be turned on by a hardware switch of some sort.
I think the question is, how would Cubase send a signal to the light to make it turn on? You'd need some sort of way of communicating from software to a hardware switch to turn the sign on and off.
Perhaps such a thing exists, I'll be interested to see if someone knows of one.
But in a way I think the manually controlled "recording" light is a good thing.
The recording process is not just what happens when the recorder is actually running. It's as much about what happens before you record and immediately after you stop recording. So I think to have the "recording" light on more continuously during the session might be a better thing for focusing concentration, while not making people nervous if it goes on and off a lot.