From what I am understanding the Hogster performed as designed. Here is how it works. If you run on external battery only, there is no way to turn off the scope without unplugging it from the battery. When you choose the checkmark, it will save any changes to your settings, but it does not power down.
If you run on internal batteries only, the scope will always power down when you select the check mark.
If you run internal batteries and external battery, the only way the power down works appropriately is if you start on internal batteries, and then plug in the battery pack. The scope will switch to battery pack, and if the external dies or you disconnect, the scope will stay running and switch over the internal batteries. It will also allow you to shut down the scope. This may seem kind of odd, but it is the way it is designed. It is just something to get used to.