yep, if you are plugged in, it is always on. The switch only works for long term storage when not plugged in. It only helps if you forget to turn off something. If you don't, don't worry about the switch.
Actually, the switch and relay both work when plugged into shore power, just the light doesn't go out when the relay is open (store). I have verified this by checking voltage on both sides of the relay in various configurations. When I am plugged in for an extended period, I sometimes open (store) the relay so that the batteries are not being charged uneccesarily. This can be verified by watching the battery voltage on the inverter panel, it will go down to a resting voltage with the relay in the open (store) position, and then go up to a charging voltage in the closed (use) position. The amount of charging voltage depends on the state of the batteries.