Bought one of these recently and have the same. Just starting up it seems to just turn itself off after a couple of minutes every time.
Once it gets going it seems fine... pretty horrible tbh.
On top of that, I also learned that he 15 minute auto shutdown on idle is impossible to disable on the "400". Klipsch literal answer was: get a 600 or higher to have that feature.
It's my first Klipsch product and while it looks and sounds good, that's pretty horrific.