The SP 2009 nor SP 2340 had a loaded chamber indicator, and early SP 2022s whose slides were made in the US also did not have one. It seems that current-production SP 2022s, which are 100% German-made, have a loaded chamber indicator, such as shown below (photo courtesy of Gary Freebern):
Note that MA-compliant Sig Pros, regardless of whether they have a loaded chamber indicator or not, have a small hole at the top of the barrel, where the barrel engages the breechface, that supposedly serves this purpose:
