Hi, I guess I found the answer myself.
As we can see from the above code, the first input X_h{1,1} is actually a constant for all 10 data points, which seems the bias constant b is enough to enter into the trainning process. It makes sense!
On the other hand, if I make the elements across the whole batch of X_h{1,1} different, then we can find the back of connection between the first input X_h{1,1} and the hidden layer.
As for other inputs X_h{2,1} and X_h{3,1} which are also constants, it seems that MATLAB only removes the connection of the first constant input, due to my observation.