That is exactly what I would expect if the switch was wired correctly and in the off state. Just to be sure, does the motor run if you bypass the switch output with a length of wire? If it does, the power wiring is definitely OK.
The Turnigy switch instructions mention that it turns on when the radio channel its connected to passes 50%. Can you plug a servo into that channel and see it move fully in both directions?
The motor ran when I bypassed the switch, made a video of testing the servo and both switches:
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