I'm posting this email reply to the forum to help anyone who may experience this problem. I could not find any posts that already discuss this.
"I have three MKR NB 1500 boards. Each one has a MKR ENV shield attached to it. When I upload the blink sketch, the LED does not work. If I unplug the shield, it works. Is there a way to make the LED work with the shield attached?"
Arduino support response:
"The shield pins disable the pins on the board. thus not allowing the led to work simultaneously with the shield. However, it has been done by other community members but we can not advise on tampering from the original use of the shield."