You need to be above 32mph to have LDA to turn on. The dial one is your cruise control. It will say on the you have cruise control on

 

The screen in the top image is showing that you have the LDA system activated and ready for use. But unless you turn it on from the button on the steering wheel, it isn't actually on. If you toggle the button on the right side of the steering wheel that has the same symbol on it on and off you should see a green symbol in the lower right screen of the information center where the EV, ECO Mode, and BSM symbols are showing in the lower image. Only when the symbol with the car veering off the road between the two lines is showing on the bottom of that screen below your odometer will the LDA actually be active. And then you must be going over 32 mph in order to feel and hear it work. Once the switch is set to on it will remain on until you toggle it off again even if you shut the car off.

 

I finally tested it at 45MPH. Same issue, LDA screen still shows OFF. Setting screen still shows ON. On my HL, sitting parked, the setting screen has a bulls eye next to "LDA Steering" and not the OK. The LDA screen shows a picture and not the OFF as above pic shows. And there is an LDA symbol next to the BSM on both screens.
Apparently, I don't have it ON yet. The setting screen seems to indicate I need to hit OK to turn it ON, but it is telling me it is already ON. If I hit OK, it goes OFF.
So, what am I missing?