In an ideal world any electronic boiler level system would self test on switch on, signalling success by flashes on each LED. But even this has limitations. It would only test the probes in one initial state.
Any system can fail even given indications that all is well. In critical systems (nuclear, real railways etc) there are multiple sensors that "vote", sensor check circuits and check circuits that monitor the check circuits . But complex monitoring systems introduce reliability problems of their own and in any case would be ridiculous overkill in our situation.
Even in the alternative "LED always on" system suggested, there has to be an assumption that the probe is functioning normally. Theoretically it could fail "on" and give a counter indication that all was well when it wasn't.
So given that perpetual illumination of the cab in LED light is not an option for us, the pre-flight check is definitely the way to go. Personally I drain my boilers after every run so having the boiler level system on from initial fill from empty through to overfill will test check that the two probes are detecting water or the absence of it , that the logic is operating, that both LEDS are working and the battery has charge.
Were these gas fired locos then the risk assessment would be different. A dry boiler and gas firing could cause expensive damage. But the bottom line of Meths firing is that once there is no steam to draw the fire, it will not do any damage to the boiler. There isn't enough heat. I always have a CO2 gas cycle pump to hand in my pocket which will extinguish a Meths flame instantly in an emergency preventing any damage to paintwork.