Is the Z17 the latest model (LR-capable)? What driver are you using for it?
If you're not using Jeff's driver, I highly recommend moving to his - it's excellent, and exposes all the go-to parameters.
The auto-off parameter was wonky in some earlier versions of the Z16/7's firmware, but it's now working well on mine (latest gen Z17 on 2.00 f/w).
Double-check to ensure that your parameter-based auto-on/off settings on the relay are not conflicting in any way with the 2" auto-off you have set up there in your Zooz GDO app. Set auto-off in one or the other (relay or app), but not both.