Insufficient current using Elegoo UNO R3 and breadboard
Peter Bennet put his finger right on it in the comments.

The way breadboards are built, the pins where you have your LED and the resistor connected together are all shorted together.

Your LED could straddle the gap in the middle, or you could use two parallel rows.



Bruce Abbott pointed you at a tutorial for breadboards for this very reason.  The diagram on the page he linked to clearly shows how the pins are connected:





As to the current your LED needs:

The 20mA you mentioned is most likely the maximum current allowed that will not destroy the LED.