Probably the LED lamp saves 20-30w. At 70 mph you need around 500w for each mph gain, so it'll bump your top sustained speed from 75 to 75.05 mph. Or thereabouts.
At 70 mph the ZF9 Zero S exhausts its battery pack in about 37 minutes. The LED lamp saves enough power in that time to get you an extra 450 feet or so (0.2% range extension OR 0.2% less energy consumed).
In the UDDS city driving schedule the ZF9 exhausts its battery pack in 5-6 hours. The LED lamp saves enough power in that time to take you maybe an extra 2 miles (1.8% range extension OR 1.8% less energy consumed).
A 1 hour daily commute would save approximately 25 wh, or 30 wh at the wall. At the national average of $0.11/kwh, that's a third of a penny per day. The HD LED bulb that Zero sells is $400 retail, so it'd only take 120k days or so to pay for the lamp. Or about 330 years.
LED lamps are quite cool. But the only real justification is that you like the technology, or you like the light characteristics of the lamp.