Thanks @jwegman! Also thanks @nthu9280. I got my answer as the following:On the S2600GL/GZ, the onboard SAS port1 is active without a key and should work (provided it's enabled in the BIOS, but off hand I don't remember the specific things that may need to be toggled on), however a key is required to unlock/activate the 2nd onboard SAS port. I had confirmed this when I initially received the system (SAS port 1 worked, SAS port 2 did not).
S2600GL has the first SCU activated for SATA, but not for SAS. Per the configuration guide, it says "8 CPU ports (4 SATA ports only functional w/NO storage keys". I just tested on my R2312GL4GS unit. If I only inserted SATA drive in the first 4 bays, those will be identified and the system boots fairly fast. Also there is no special need to configure in the BIOS, just choose AHCI and it is okay, and the OS (I used a live DVD for CentOS 7) identified all drives. But if any of the bay has a SAS drive, then none of them will be identified and the system takes forever to boot.
I kind of think Jake may have tested with SATA drive so that's how he saw those drives. I was testing with SAS drives and unfortunately I thought something was wrong and spent some sizable time trying to resolve it.
And the firmware on those $32.99 drives may have prevented the LED to light up for these SATA drives.