I've installed 5 ER9 groups in the last 2 weeks. 1 gave me issues for some reason, but it was my fault. Make sure the limit screws are set properly, as well as the 3rd screw that sets the tension on the cage. The RD protects itself very quickly, so if any of the 3 screws are off, the cage wont shift. It's given me a new appreciation for my own incompetence and the fact that stuff usually works as long as it's installed and setup properly. During the builds i'm often thinking "this is such POS" but then an hour later, or a week later, i realize it's just me being incompetent / thick / tired.
Did you unplug and reset? battery's charged?
If you remove the wheel, does the RD shift? Are both FD & RD running the latest firmwares?
EDIT: setting the 3 screws and calibrating the gears (as well as the FD) is somewhat of an iterative process. If you change a limit screw, your calibration of the RD is likely to need updating. I wont pretend that I understand how everything affects everything, but the point is the moment you change the tension on 1 screw, there's a decent chance the rest of the system is affected. And if ONE thing is off, everything can be off, and the RD tends to protect itself and refuse shifting until it's happy with alignments and what not.