For others,

I found the solution via this webpage:

https //support[.]brilliant[.]tech/hc/en-us/articles/115002321832-Connecting-Brilliant-when-it-is-the-only-switch-controlling-the-same-lights

My issue was I had multiple white wires for neutral connected via wire nut. I removed one of the white wire from the bundle and connected to the white wire from the Kasa smart switch. With this setup it was not working. After reading the article above, I felt that I should have used the entire white wire bundle instead of just one. When I did that, it worked.