No, you are not doing anything wrong. The unit is actually always running. When the target humidity is reached, the compressor is deactivated. You can see this very well when you measure the power consumption. The ventilation, on the other hand, remains in operation.
I have also noticed the same thing and it is very disappointing. This should be clearly defined in the product description, as other products (Pro Klima or similar) switch off automatically. I assumed that it would switch off automatically.