2 possible reasons,
1. You did not power up a wire properly on the ignition switch, please do this test, Sit in vehicle, Remote start the vehicle, step and hold down brake pedal, if the vehicle shuts down, all it good, If it does not shut down, insert key in ignition switch, and turn to ACC position, press and hold brake, check if vehicle shuts down, Repeat test in Ignition position until you find in what position the brake shuts off the car, then verify your connections to the ignition switch to see if you had connected anything to this wire. and try powering it up OR
2. Connect the small black wire in the 20 pin connector directly to the brake wire on the vehicle and test.