We can see low wavelengths of IR in high power densities.
As we go past the visible spectrum the perceived brightness just gets lower and lower until it can't be seen anymore, regardless of the power.
LEDs have poor spectral purity and emit a ton of unlisted wavelengths. Chances are you aren't seeing the 940nm but something <850nm that is a spurious emission. You would need an IR pass filter to determine if you are actually seeing the IR.
I've played with a few 940nm IR LEDs, and they are nearly impossible to see. Sounds like they might have sent you 850nm by mistake.
You can find out with an optical spectrometer, but they're not cheap.