Did you read through my post ?
Once the ESC is properly calibrated with the radio controller the fail-safe is typically set so that if radio signal is lost the throttle will go to neutral.

Now, did you follow the instructions in the attachment and did you successfully calibrate the radio system/controller to the ESC ?
If so does it still go full throttle when you turn off the controller?

The Castle Link is nice to have as you can set things like brake curves especially for a small,light vehicle like the rustler. The link does nothing to set the fail-safe.
Also a vehicle can still work(sort of) even if the ESC is not properly calibrated with a controller that is set-up properly.