I think this is the solution.
pinMode(DATA_PIN, OUTPUT) is the KEY which set the GPIO pin of LED mode to output.
auto cfg = M5.config();
M5.begin(cfg);
pinMode(DATA_PIN, OUTPUT); // <- Add this
FastLED.addLeds<NEOPIXEL,DATA_PIN>(leds, NUM_LEDS);
FastLED.setBrightness(50);