Test the bulb!

Easy enough to touch a 9V battery to the side AND the bottom of the E10 LED bulb at the same time.

Might be a bad bulb, usually they break from being over tightened into the socket.

And everyone else is correct, one bulb might have the + and - wires reversed... doesn't matter with incandescent.

I recommend buying colored, diffused, LED, E10 base, bulbs, by the way.
Not white, if behind red plastic - get red...