I wanted to chime in here as I experienced the exact same confusion.
For context, I just received my WiiM Sub Pro yesterday and have it hooked up to my WiiM Amp, which is driving a pair of Davis Acoustics Courbet N4 floorstanders (frequency response 51-25,000 Hz). Both Wiim Amp and the Sub Pro are running the latest firmware.
I noticed that the Subwoofer Output On/Off toggle in the WiiM Home app seems to behave differently depending on how you are connected. It appears that the On/Off toggle only effectively disables the subwoofer if it is paired via Wi-Fi. If you have the subwoofer connected via the wired RCA/Sub Out, toggling that switch in the app doesn't actually cut the signal to the sub. Just like the OP, this was baffling for me at first because I was toggling it back and forth and literally couldn't tell the difference between the subwoofer being "On" or "Off"—turns out it was just staying on the whole time. Once I unplugged the RCA cable and paired the Sub Pro again via Wi-Fi instead, the toggle worked perfectly and I could finally very clearly hear the difference when switching it on and off.
On that note, I’ll likely be starting a separate thread soon regarding the RoomFit results. I’ve run the calibration, but I’m looking for a bit of help interpreting the graphs to ensure I'm getting the best performance out of this new setup.
Hope this helps!