Several things here...
First, you know (at least now you do) that you need an amplifier to drive a sub from this output. That no sound came from the speaker does not surprise me.
Second, and more troubling, is the fact that that that LFE output was expecting to see a high impedance amplifier there, not a low impedance speaker. It's quite possible that you could have blown the LFE output by putting too low of an impedance on it. An amp has an input impedance of anywhere from several hunderd to several thousand ohms. The speaker has an impedance of 4 ohms.
The only way to know if you screwed the pooch is to feed the LFE out to an amp and speaker to see if it still works. It need not be a sub to test it out. Any amp and speaker will do.
good luck...