At the current setting, you can do a factory default on the smart swtich (holding the left small button) for 15 seconds, and then add it back to Kasa to see if that takes care of it.

The max load the switch is 600W / 15A so for three bulbs should be fine.

What type of bulbs are they, and the wattage of them?

Wiring should be double checked at this point to make sure the neutral and the two load wires were identified correctly, and connected to each seperate wire on the HS200.

It might be a bit of a inconvienance, but one quick way to see if it is a issue with the switch is to install it at a different outlet to see if the issue follows the switch or stays with the location.