I surmised that's what happened.
It's worth mentioning I do seem to have a fairly high rejection rate on these Chinese SMD LEDs from my recent experience with them. Some percentage of them seem to want to strobe despite being driven correctly and some seem to be a bit off in color temp. I suspect the components one can get from eBay aren't quite Grade A quality but good enough for hobbyists. They're also cheap enough that the rejects are more amusing than annoying.
In any case, I'd try gouging the led out of that shade and yanking the leads out. When I make my own lamps I dip the LEDs in a puddle of CA after soldering the leads to insulate them and to provide a bit of strain relief.
