Add sanity check for LED_CONTROL_MENU

Addressing #10569

Marlin/src/inc/SanityCheck.h

@@ -1146,6 +1146,13 @@ static_assert(X_MAX_LENGTH >= X_BED_SIZE && Y_MAX_LENGTH >= Y_BED_SIZE,
   #error "TEMP_STAT_LEDS requires STAT_LED_RED_PIN or STAT_LED_BLUE_PIN, preferably both."
 #endif
 
+/**
+ * LED Control Menu
+ */
+#if ENABLED(LED_CONTROL_MENU) && !HAS_COLOR_LEDS
+  #error "LED_CONTROL_MENU requires BLINKM, RGB_LED, RGBW_LED, PCA9632, or NEOPIXEL_LED."
+#endif
+
 /**
  * Basic 2-nozzle duplication mode
  */