Somehow I am not very comfortable connecting LED's ( or any load ) directly to MCU port pins. As per theory and ( even practically ) if you take care not to exceed the data sheet values for current rating, then there is nothing to worry - accepted.

But if the number of such LED's increases then you are treading close to Danger zone.

The MCU has its own sources of heat running at the speed it does and it is better not to contribute our share by such direct loadings.

Disclaimer: This aspect is a matter of individual choices and the person reading this is advised to follow the data sheet ratings !!

Enjoy.

Raghu