Sorry to dissagree, but if the CH light is lit on the Control Unit / Programmer, then the relavent motorised valve will be turned on (Opened), if the room stat (if fitted) is also on.
This light is not a feedback signal saying that the motorised valve is open. It is informing you that the Central Heating is selected (ie on, or enabled). This light should never come on when CH is not selected on the Control Unit.
And in answer to the original question:- Yes I suspect that the unit is miswired.
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