I tried with a Uno board today and I can confirm that the demo sketch is not working as intended (well, I wouldn't think that the intention is the pulse on a single LED you see).
try the following example, which, while unspectacular, should work as a test:
#include <Wire.h>
#include "PiGlow.h"
#define BRIGHTNESS 50
PiGlow piglow;
void setup() {
piglow.setup(BRIGHTNESS);
piglow.reset();
}
void loop() {
for(int pin = 0;pin<18;pin++){
piglow.write(pin,10);
}
}