Actually, this is the way that it is supposed to be working. If you don't have the expansion, and the expansion is turned on in the settings window, then you are in trial mode no matter what you select in an individual game. You see TRIAL up in the upper left corner, and when you join a game it shows TRIAL next to your name, etc.
The deselection of the expansion in the lobby is only for if you have the expansion, but simply don't want to play with it for some reason, such as when you are playing with someone else who doesn't have it.
The game itself has to be in either Trial mode or not, globally, and that's set at startup based on your options selected in the overall settings menu (expansion on but without license key, or no license key entered for the game as a whole). The lobby itself doesn't affect trial mode one way or another, as you're already in trial mode or not.