While your solution is right, you might want to re-check your spec sheets. Typical SSR leakage is in the 3-5mA range. A heck of a lot higher than you're thinking. Plenty to light neon.
Well, it really depends on the particular manufacturer/model. Some of them have built-in circuits to limit the leakage current, and some don't. The ones that do typically leak current in the microamps range, but the ones that have no internal circuitry for that purpose will leak in the 1-10mA range depending upon the load.