Solution: Objects were too small. After scaling them up 4 times and re-parenting, bones are working. Discovered the answer from one of the comments in this post.
There is the problem:
- The objects are parented to Armature Deform->Automatic Weight.
- After parenting, objects move along with bones. However, when bones are rotated in the Pose mode, the top 9 pieces are not rotating.
- The error message from Blender is:

Thanks for your help!
