One update to this (gotta populate that google machine!).
There seems to be a bug in the DmxSimple library that prevents it from working with the arduino mega (this is why I was originally trying the DmxSerial library instead).
It just plain doesn't do anything on the mega. Assign a DMX pin, try to write some data to it, spy on it with a scope, and just...nothing.
There is an attempt at a patch available on the DmxSimple website, (in the comments), but it doesn't fully work on the mega either.
(Not related to the original question, which would still be nice to figure out, but just an update so that if anybody else ends up here with a similar problem)