I had the same question for the same device and found the solution in a reply to an othervquestion.
The easiest way to check is to revisit the filled version of that form, which can be found on the “Registration Success” email. You’ll find a link at the bottom of that email called “Modify this registration” which will take you to a filled-out version of the registration form.
If your LED settings are set to “Full Color AQI Only,” then the sensor will only show the power and SD indicators on start-up, before turning them off. If you want them to stay on, you’ll need to set this option to “Power, SD Status, and Full Color AQI.”