Interesting topic. I'm no expert, but here are some thoughts.

It seems to me that higher-end, regulated output LED lights may be more vulnerable than cheap, unregulated ones. As suggested by others, the regulation circuitry, which may include an IC, becomes the potential weak link in this scenario. Cheap LED lights are just a diode, resistor, switch and battery pack.

I would guess that the amount of RF energy needed to generate enough current to fry, say, a Luxeon 1 in an unregulated circuit would be enormous. In a live circuit, the batteries and resistor would act as current limiters and heat dissipaters. And if you didn't have batteries in place or the switch was off, only eddy currents could be created in the wire (no circuit).

I wonder if there's an authoritative source on the amount of voltage/current generated per length of circuit wiring. This would help a lot.