Yes, if all the lives are joined together and all the neutrals are joined together it should turn on without needing to short any pins together. You might need to connect the voltage sense wire (power good) wire to 5V for it to start properly. The fans starting for a second sounds more like a short or fault detected in the PSU and switches the supply off to protect it. I've seen similar behaviour in newer PSUs where they 'hiccup' - try to start, fault detect, switch off, try to start, fault detected, switch off... repeat. It might be that this PSU doesn't have the auto start function so just stops and waits for the user to manually recycle power.
Also, have you got both PSUs connected in parallel pin-pin (all the +12V are joined together, +5V joined together etc.)? Because have you tried powering up one PSU at a time in case they are interfering with each other?