Well, a VFD requires relatively little current to light up; conversely, two disks would pull one huge starting current spike.

A desk based PSU bypasses the sled wiring connections directly to the regulation circuitry; in the sled, if he has the sled wiring the wrong way round, then there will be insufficient current available to spin up the disks. They won't start up, hence the kernel probe will fail and you get the "Disks not Found" message.