@OldJoe I figured it out. Take that switch and return it, then buy a Wemo switch, which is coincidentally the same price at Best Buy right now. Install the Wemo, and it works perfectly the first try....

Switch has power, LEDs within switch turn on and blink fine. The switch connects to wifi but the lights do nothing. Standard dimmable halogen bulbs. In the metal junction box I have a conduit line...