I have the exact same issue. This makes no sense. Wired just like the manual. In non-smart 4-way, the first switch (where smart switch goes) would have a hot on the common of a 3-way and switch the hot to the two different wires going to the 4 way, then to the last 3-way and out to light.
On the smart switch install, the switch should toggle the hot between the load and traveler. Right now it just turns on and puts power on the load, turn off and neither load or traveler has power so light can never go on. The smart switch would also never know if the light was on ro off so it would be best to just disable the lights. Should a tap in either direction toggle power from load to traveler?