What model PBox do you have?

On your transmitter's monitor screen does the designated channel that you chose show the movement of the switch positions when you flip the switch?

Did you program the PBox to tell it what channel are you using to switch PBox's Flight Modes?

When you are programming the PBox gains, and you flip the transmitter's swtich, does the PBox show you that it has changed flight modes?

It sounds like you have not designated the PBox Flight Mode switch in the PBox.