Strangely, the 9x trainer switch operates differently than most radios. By default, control is given to the student, and the instructor must pull the switch up to take control.
You can reverse the switch, but then you'll have one switch backwards for the infamous "switch error" startup mode. (actually, I'm used to that mode now and rather like it!).
video review by Thomas Lombardi. Trainer switch discussion starts @3:34, the solution starts @4:42.
Update: I installed er9x which allows the trainer switch to be set properly.