if your referring to using the switch leg of the room lights to feed another switch for your red light its OK but when the room lights are off the red light is dead (If thats what you mean)
Agree, but it might be an unwise design choice.
What if the room occupants have turned out the lights (perhaps to view video) but still wish to be advised via the red light light, of visitors ?
Unless there is some special reason to take the supply from the load side of the existing switch, I would be inclined to use the line side of the switch, so as to ensure that the red warning light works regardless of the room lighting.
I would also suggest that a red light might be unwise, and possibly in violation of fire safety codes.
Red lights are often connected to fire alarms to give warning to the deaf or in noisy enviroments.
White, yellow or green might be a better design choice.