^^ Try pushing it in 'half' way, it will click and lock its self in the 'off' position
My pax box was not shrink wrapped either, I dont even know if there was packing material inside the white box, I was so happy it arrived I ripped the bag open then the box and couldn't wait to get the Pax on the charger.
I took it apart today to clean and also thought the same thing about the screens, I thought mine was wrong, and it should have holes in it.
After the cleaning, I packed a fresh bowl, filled it to the top but did NOT push it down, just made sure it was level with the top of the metal bowl and set the lid on. I turned it on medium and my buddy and I sat in my car with the sun blazing in our face so we could see ANY vapor that will come out. I started off by hitting it like a cigar, pulling the vapor in my mouth and then inhaling, holding for a few seconds and upon exhale there was a good bit of vapor present. I wouldn't describe it as a cloud, but there is visible vapor. It is still hard to hit, almost like a milkshake. After about 6-8 cigar like drags, I flipped it over, stirred it around and hit it another 4-6 times, stirred again then put it on high and hit it a final 6 times. Every hit is 'milkshake-like' but I find that method of 'hitting' works the best, and there is a decent bit of vapor present. I will also say we were heavily medicated.
My conclusion is even though it is hard to hit, and I dont get much vapor, the 'cigar-like' draw is my preferred method of hitting the Pax. To each his own.