I have a 2014 Suburban and the like the OP said, the power wire is not connected when you plug in the "plug and play" harness. Had to have it wired through the firewall and yes, the Chevy dealer didn't know and sent me to an accessory shop to have it done they use. On a second note. I bought my brake controller from the Chevy dealer as well. They sold me a time delay version. I didn't know any better but soon starting reading this forum and upgraded to the Prodigy P3 proportional one. What a HUGE difference!
2016 Rockwood 2702WS
2016 Chevy 2500HD Duramax 4x4 High Country