It’s likely there’s another boot device that’s taking priority over USB, if USB is even enabled in the bios. I’ve had a few computers that try to pxe boot after internal drives, so it never went to usb until I futzed with the boot order to remove pxe. It’s likely not that you didn’t have an SSD in it, but that USB drives aren’t high enough on the boot list, or not at all. You could try finding what the boot selection key press is on boot, then blindly picking first, second, third option etc. to see if anything gets a hit (frantically press boot key during start up then hit enter after a few seconds, then reset and do it again if nothing happens after about 30 seconds, but hit down, then enter.)
I would think that the power led would be on if there’s power going through the motherboard.
Are you referring to the power led or the disk usage led? I think on my nuc the only other led is the disk usage one, which looks like a soda can. The power led is always on, but doesn’t indicate standby or operating as far as I’ve seen.