LEDs flash briefly, but don't stay on
The controller chip datasheet isn't entirely clear, except for the mention of "Built-in electric reset circuit and power lost reset circuit", but it looks like it's designed to turn off the LEDs after power-up until it receives valid data.

You need to hook this kind of string up to a controller that sends serial data on the DI line to turn on each LED &mdash; actually, three color levels for each LED.

The behavior you're seeing with no DI connection is perfectly normal.

If you want a string of lights that just comes on when power is applied, then you need to get one that doesn't have the "individually addressable" feature.