I figured it out...
I need to fill in first name, last name and street address for the error checking to be triggered. But if I fill in all fields except last name (or any of those 3), than the window closes without showing me an error message.

One other anomaly that someone can hopefully help with - I'm getting a number showing at the top left corner of the checkout div. It seems to be outputting my address_book_id. Any thoughts?