Electronic – Correct way to add LED in front of SSR

Principally, you're paying for the testing. UL and CE testing is Very expensive. Also, lifetime and reliability testing (the crydom relays are specced to 100,000 cycles), which means that crydom has actually run a number of the devices through 100,000 cycles at load.

Furthermore, you're also paying for liability insurance. If an appliance fails and kills someone, and the only AC-facing component was a crydom relay, it's crydom's problem. If the AC components are your own, it's your problem.

Lastly, while it's true that a discrete relay solution is preferable in large volumes, you often see SSRs in small-volume or specialty products, where assembly and testing costs dominate the expenses, rather than raw component costs.

The SSR is a low voltage DC device, but may also be used for low voltage AC, while the triac device is for AC usage only, typically mains voltage.

A triac has a PNPN-structure, which means that there will always be a voltage drop across it, while FETs are resistive devices, and for those an \$R_{ON}\$ is specified, in this case 0.25\$\Omega\$ maximum.
The voltage drop over the triac makes opto-triacs less convenient for low voltages, where they may drop out too much of the available voltage. For instance a 3V drop on a 24V supply means that you lose 13%. So it looks like in your case the "SSR" is a better choice. You'll have to look at the maximum current, though. The datasheet says 2A, but on the Absolute Maximum Ratings graph it shows 1A. My guess is that this should be read as a normalized value, and that the actual maximum is indeed 2A, to be derated at higher temperatures.