Thank you Richie for jumping in to help.
I wish it were something like a pinched or loose wire. Unfortunately, the program switch functions perfectly. Checking continuity on the switch, it works perfectly. I can measure continuity between what looks like a ground up to J1 on the small circuit board and make and break that with the button.
The brown antenna wire makes a gentle loop across most of the left side of the switch and does not appear damaged, pinched or poorly soldered to the ANT point on the board. I wouldn't think the antenna would prevent the switch from going into program mode, but what do I know.
I'm afraid this is one to send back for warranty as it is new.