"The MIDI Cable can support WIN10, but must use in USB 2.0 port, ("NOT FOR USB 3.0 PORTS)"
My Dell laptop is USB 3.0- that would explain why the cable isn't working and the red light goes off.
So, at long last, the cable is good and mystery solved. Just requires USB 2.0.
That's interesting, because (most) USB-3 computer ports also have USB-1.0 / 2.0 connections (there are two sets of power/data pins so that a USB-2.0 plug will use the USB-2.0 pins in the USB-3.0 socket. But maybe there are some USB-3.0 only connectors.
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From Wikipedia:
Front view of a Standard-A USB 3.0 connector, showing its front row of four pins for the USB 1.x/2.0 backward compatibility, and a second row of five pins for the later (but out-of-date) USB 3.0 connectivity (the latest is 3.2). The plastic insert is in the USB 3.0 standard blue color, Pantone 300C.
So I always believed that USB 2 could work in a USB 3 socket. Maybe not?