Security through obfuscation, or more importantly, a basic magic trick.
Make sure the person is seeing something that they assume should be functioning one way when what is occurring is actually happening behind the scenes. This topic I don't think generally belongs in electronics chat because it's a social engineering experiment as opposed to a technical one.
If those were regular LED's and regular switches and a regular 9 volt battery it simply would not function.
Which instantly shows that something else is going on that is not shared, there is no way to 'know' outside of direct examination which in the context is not possible, so from an electronics perspective.
Even if the core understanding of what is occurring here could be known there are a hundred or more variants of it that could actually be occurring.