It is more complicated than that, because the warning light does, under certain conditions, see reversed voltage, which will blow a LED, resistor or not, so it needs a bridge rectifier as well, in this particular case. In other instances, the LEDs may have the bridge rectifier built in, so that they always work, regardless of how they are wired in, but I would not guarantee that.
There is potentially a very big problem in using a resistor to shunt the LED anyway, because when hot, the resistance of the 2.2W bulb is about 95 ohms at the maximum 14.4 volts. However, it will only be about 20 ohms or less when cold, and can therefore supply a much greater initial current to magnetise the alternator when starting. If the alternator designers have relied on the low resistance of the bulb, when cold, the alternator may never start up properly with an LED and 95 ohm resistor, or may give other problems if you use a 20 ohm resistor. Because all of this is pure conjecture, and it is never wise to go blindly modifying anything, especially electrical things where many subtle problems await the unwary, the safest thing by far is to use the proper 2.2 W bulb, which will work, every time.
You can of course cheat, and wire in the 2.2W bulb somewhere out of the way, such as under the bonnet, with a LED, bridge rectifier, and something like a 2.7k 1/4W resistor where you want to see it. That will give about 5mA through the LED, which will be bright enough, while the bulb will take care of magnetising the alternator, so every possible constraint will be satisfied and it will work correctly, every time, for every model of alternator.