Another easy way to acheive this is to create a virtual tally on the switcher. This is probably easier as you may already wired a number of GPI's into the switcher.

I do this as my standard setup, we have five studio zones and I turn a red flag on on the monitor displays when they are on air. As Jwillies says, you have to send GPIs to the tally controler, not to the switcher. It's much flexible that way. If you need to trigger a specific macro when the mic turns on, it's still better to have the tally controller send a trigger to you.

I am not sure that Tally is a GPI command function directly, but if you use any kind of Tally or system controller - like TSL Tallyman or Axon Cerebrum this is easy. Don't send to GPI to the switcher send it to the external controller. (Other systems are available).