On Gen9 it actually doesn't change gears, it changes the range of gears available. For example if you set L2 it will automatically shift between L1 and L2. If you set L6 it will shift automatically between L1 L2 L3 L4 L5 L6. It sort of has an on-demand element if you are in L4 and click down to L3 at an allowable time but that's not the design intent.
Are you in L when trying to set the range? If yes, it just won't click to L2 L4 etc when you click "+" ?