Wired up the HS 200 for my 3 outdoor lights that are all controlled by 1 single pole switch.  All the wires for the HS 200 were properly connected to the circuit and the HS 200 could be linked etc.  But the HS 200 switch would only turn on and off one of the 3 lights controlled by the switch. Have power to all the black wires as expected.

Reinstalled old single pole switch and it works all the lights just like it did before.  

Any idea as to what the problem is?