With the adjustment arm connected is the lever arm on the valve parallel with the ground? With the car running the lever arm should be parallel. It sounds like maybe the adjustment arm is too short and so when you shut the car off the valve thinks you've unloaded the car and it opens the valve to allow fluid out to lower the car.

The way the valve works is when the lever arm is parallel to the ground the car should be at it's normal ride height. When you load the car the rear end of the lever arm should go down which tells the valve that more pressure is needed and it pump fluid through the system to lift the rear until the arm is level again. When you unload the car the rear of the arm will go above level and then the valve releases pressure until the lever are is level again.

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