LED and lamp in series - why does the bulb not light?
For the parallel connected LED and lamp, each has the entire battery voltage across.

When series connected, the voltage across each must sum to the battery voltage.

Without any more information than is given, the most likely answer is that the voltage across the lamp, which must equal the battery voltage minus the voltage across the LED, is insufficient to produce visible light.

While typing this answer, I see that you've added some pictures.  It appears that the total battery voltage is about 3V.  Given that many LEDs have a forward voltage in excess of 2V, this leaves less than 1V across the bulb.

Do you have a voltmeter with your kit?  If so, measure the voltage across the lamp for the series connection.