If your switch box has the same configuration as mine, the water pump switch should turn on the green light beside it when the pump is on, and the water heater should only light the red light beside it when the WH has failed to light. Perhaps the switch box is mis-wired or defective.
The way mine works, when you throw on the WH, the light lights, then goes out, and you can hear a solenoid click, then the sparker trying to light the burner. If the burner catches all is well, but if it doesn't fire up, there will be a final click and the gas is locked off at the WH, with the light by the switch back on.
It is possible the control board is bad, too. Since this is a new rig, I'd let the dealer figure it out.