Welcome! 
Are you using smart home monitor or are you using the new ADT/smartthings security panel? The process is somewhat different for the two of these.
Assuming you are using smart home monitor, the first thing is to make sure you understand the difference between modes and smart home monitor armed states. Just changing the mode will not change the armed state. So start by reading the following FAQ (this is a clickable link), and see if that helps at all.
If that doesn’t clear it up, come back here and post a screenshot of the exact screens you were using for the routine, and then we should be able to help. But first read that thread.