Does your exhaust break whistle when applied?
I do not notice a whistle when driving, but when the engine is cold and I engage the engine load switch (which engages the exhaust brake) I definitely have a whistle in the exhaust.
I haven't heard mine whistle. There's a knob which activates the brake when cold but the right stalk also turns it on and off. David, have you tried that?
The rocker switch just controls the exhaust brake to get the engine to warm up faster by closing the exhaust brake to hold more heat (restricted exhaust).
FYI the 'turnable' knob controls the engine idle speed for faster warm up.
You should get a yellow annunciator light when it is working (closed during deceleration). AND you should certainly be able to feel it working. A nice downhill, no wheel brake application, turn it from off to auto, you will feel a major deceleration from the exhaust brake operating (closing).