Why are LEDs so tolerant of voltage?
The LED brightness is proportional to current. It will reach a point when it gets visually no brighter despite additional current being pushed into it. This is visual saturation: the eye cannot perceive small brightness differences at high brightness levels due to its logarithmic response, although a non-human sensor can.

LEDs also have a minimum voltage, Vf, to push current through them. So below Vf - little or no current. Above Vf - current climbs rapidly. It’s very non-linear. All diodes are like this by the way, and LEDs can have Vf ranging from 1.2V to over 3V depending on the color and type.

This non-linear behavior of LEDs is why they need current limiting in the form of a load resistor or regulator, while incandescent lamps do not.

[rewrite]

You were using an adapter and load resistor, so you limited current that way (and didn't fry your LED.) You didn't 'crowbar' (short) your power 9V source.

Anyway, let’s say that the forward drop Vf on your LED is about 2.2V. Then what happens when the LEDs are connected, one by one:


One LED: about 2.2V across it and 6.8V across the resistor: visually saturates.
Two LEDs, about 4.4V across the pair and 4.6V across the resistor, visually saturates.
Three LEDs, about 6.6V across the LEDs and 3.4V across the resistor, visually saturates (maybe a bit dimmer.)
Four LEDs, total LED drop about 8.8V, 0.2V across the resistor, very little current, very dim.


In the 4-LED case you could reduce the resistor value, but it would be very difficult to tune it just right - there isn't enough 'overhead' voltage to work with. So instead you'd either increase the voltage a bit, or use fewer LEDs in a string.