How could that work? If you used the S/L to the load (i.e. the 'dimmed' output of the dimmer) as a path to neutral and therefore connected one side of the neon to that, to what would you connect the other side of the neon (so that it came on when the load was switched on)?Light timers get their neutral from a feed thru the lamp, so don't see why a neon couldn't.
As discussed in a number of recent threads (albeit in relation to ordinary switches, not dimmers), if one connects a neon across a switch (i.e. from L to S/L) it will then work with reverse functionality (neon will come on when power to load is switched off, and vice versa), with the neutral path being through the load. The same might work with a dimmer, but functionality would still be 'back to front'.
Kind Regards, John