Having the exact same problem. Reinstalled the app and still nothing. 

@OuterLimit I have the same problem.  In my case there is a small leakage current on the traveler that keeps the small LED buld that is being controlled very dimly lit.  It seems to be enough current however, for the switch to think the light is ON.  (I've deduced the only way for the HS-210 to know if the light is off or on is to measure the current in its two travelers since it can't know the state of the other 3-way switch.  Current flowing = ON, No current flowing = OFF).   Looking for a fix.  None of my other HS-210's seem to have that problem with LED lights.

@OuterLimit I also had the same problem in the original post.  I had a 3-way / 4-way / 3-way circuit.  I replaced the 3-way switch on the line side, but it would always think the light was off.  I tried swapping out the smart switch, but the other one behaved the same.  Once I replaced the second 3-way switch with the other smart switch, it was properly detecting the status of the light.  Even flipping the dummy 4-way switch will toggle the status correctly.  I was under the impression that you only needed one smart switch, but I was only able to get it to work with both.

@keifer 

Appreciate the reply and ended up with the same solution. Once I added the second switch all was good. Only thing I could think was a dumb motion sensor sharing the common line leaking power. 
 

Few days later did another room with a four way (no motion sensor) and everything worked great with a single 210.

@kirbinster 
I just installed mine on the first switch in the circuit (that gets the hot line) and it works manually as expected. I realized the power indicator in the app will always revert to off after several seconds regardless of how it was last toggled. Then I realized, the switch has no way of knowing whether the power to the lights themselves is on or off, since it is always routing power either through traveler 1 or traveler 2, and depending on how the other switches in the circuit are set the lights may be on or off. So I think the real solution of placing another 3-way smart switch on the final switch in the circuit (what actually feeds the lights) is what tells the app the actual power state to the lights, which is why some people have said that adding the second switch fixed their issues.

@FatalBert 

I am struggling with this setup myself.  I know electrical and have 4 HS210s on 4 light circuits.  2 work fine in the app, the other 2 do mot.  The two that do not work have long traveler lenghts (75ft+). If I take a short length of wire and instsll a fimb 3 way switch with. light the switch and app detects state correctly.  What I have noticed is even with just the travelers connected to the HS 210 with nothing on the other end I see 60volts on one of the traveler terminals.  When I flip the switch state it reverses.

Other people have mentioned the way the HS210 is detecting current draw to know state might be flowed.  

I have to say "alexa switch x light".  I can't say on or off because it doesn't actually know the state of the circuit.

I hope they can fix this with a firmware update.  I have tried using two hs210s on the circuit with no change.

  @Gjeff80 did you try with different loads? the line length issue is intriguing. I assumed my one that works perfectly was because it's an all-LED circuit. I do have one other circuit I'm pretty sure is also short, and it has problems (always thinks it's OFF, 60v on traveller). The only commonality between the 3 circuits that didn't work right that isn't common to the other circuit that does, is the load being incandescent bulbs versus LEDs. 

I'm curious to test the *frequency* on the 60V - wondering if it's a low-frequency pulse versus actual power (that would cause a light to be on (dimly) all the time). Can't find my multimeter that has a frequency tester.

I had the same issue right after installation.  
Once I restarted the device, it is showing status correctly.  There is a small restart button right under the switch.  

I installed only one side where line(power) comes in.  

  @kirbinster I have the same issue.