I sent an email to digilent support and got this:
"MatLab DAQ does not support digital IOs of Analog Discovery. To control these too, you could create custom application using the WaveForms SDK, with Python, C...
The drive strength of IOs is 4mA and have a 200 Ohm series PTC for protection."
So, 1) Not much current for LEDs, 2) apparently the NI devices have better support.