Hey OP, this is from some questions and answers on that switch that you bought. It seems like you might need to switch a red and black wire. Might check into this.
"So when i first installed this in to my Sept 2019 built home, all the wires seems simple, the two blacks go to the two blacks, Green to ground which is the bare wire and white goes to white and Red go to red. WRONG! Do not follow the color scheme which is what made me want to return the item until I realized it was my fault. When I hooked everything up as stated above, the light comes on, the switch works, it linked up to the Simple Life app and Alexa works. The tricky part was when I went to the OTHER switch, the one without the "smart switch". I turned that off and it turned off the lights and then when I tried to turn on with the smart switch, it did not turn on. Some 3-way smart switch requires a "add-on" switch which is required to be installed on the other switch but went with this one due to "you just need one". I was about to return this until I decided to read the instruction... GREAT! The instruction says, the two black are "transfer wires" while the Red is the common wire (black power). So I had to switch one of the Black wire (common) with the red wire (Transfer wire), that solved the issue! Sometimes, its not the company or the switch fault that something doesn't work.... it most likely be user error."