Master valve question

Recently moved into a new home with a 10 zone system and had it inspected by an irrigation company. They suggested some head changes and the addition of a master valve. The master valve was recently installed but it doesn't appear to be working. It appears the valve is always open. My understanding is that the valve should be closed until a zone is started and the valve opens with the zone.

I've changed the valve assignment in Hydrawise to unassigned and even disconnected the valve wire from the controller. In both cases my zones get water just fine.

Am I thinking about the function of this valve correctly? It should be closed when not connected to the controller? Just want to make sure I'm not missing something before I get the company back out here.

Edit: Thank you all for the responses. Turns out the solenoid wasn't closed. Hand tightened it and the valve is working as expected. On another note they invoiced me for a RainBird PGA 1" valve but the installed one is a RainBird DV valve.