Having trouble to turn on the alarm (or exit the programming mode)

I just bought the new GE simon 3. I tried to follow the instructions,configured one sensor, and updated the private phone number. (I didn't subscribe any plan.)

Then based on the instruction, if I close the panel cover, it should automatically put the arm on. However, it doesn't, and stays in the programming mode and keep reminding me to press a start menu button.

anything else I should do? I also tried updating the access code, unplugging all the power sources, and replugging them in. No help.

Did I miss some steps for this?

Thanks,