I don't buy the PIC chip theory since that means it's either programmed in-situ which seems imposible, or they're ordered with premasked or preprogrammed ROM which is hellishly expensive.
It could also be programmed during production. Clearly the LED manufacturer has the equipment to do wire bonding, so why not use the occasion to program it too?
It'd be a bit comparable to the test and assembly process of the WS2812B, see [0] @ 2:30 or 6:10.