Sorry for the typo, they are Wyze cam Pan. The status light setting is ON for all cameras. As troubleshooting, I have rebooted cameras and cycled the status light setting. But the blue light never comes on.
While rebooting, for a perfect camera in normal conditions, one will see the blue light blinking together with the yellow while connecting, then flashing blue and then steady blue at the end. That is how I noticed the blue LED was no longer working in four of my cameras (although the cameras do work). The failure was progressive: one went out, few months later, another one, and so on. The yellow LED still operates on them, as I can see while rebooting the cameras.
It does seem a hardware problem. LEDs, curiously, are very reliable, they should outlive the mechanical parts of the camera.