I thought it should be a simple connection but I can't get it to work.

The switch I'm trying to change is the left one, which controls a couple of hallway lights. ( The right switch controls the outlets in an adjacent great room and it looks like it's wire separately)

The original switch has the black wire connected to the bottom screw (line) and red to the top screw (load). The white wire is just open.

When circuit is on, the back and white wires have voltage and the red one doesn't.

After connecting the smart switch, voltage is present at Black and white wire. But no LED lights came on at the switch at all. 

I notice the switch is part of a GFCI circuit ( which has a light and a venting fan) in the bathroom behind it. Does it have anything to do with that?

Thanks for your help!