Even though the indicator lights up in your Power/Comfort switch, that does not mean the switch is working and putting the Transmission Control Unit into Power mode.
The switches had a high failure rate.
Remove and unplug the switch. In the harness are 3 wires. One has a stripe, one is tan, and the other wire is black.
Plug one end of the jumper wire in the cavity for the tan wire and the other in the cavity for the striped wire of the harness and you’ll be in permanent Power mode.
Stuff the harness back in and reinstall the switch for looks if you want.
Make sure the 7.5 amp “Trans” fuse in the fusebox is good.
If you happen to have a 91 or 92 XJ/MJ and it has the Power/Comfort switch, just jumper the Tan and Blue wires in the harness plug.
NEVER include the black wire when jumpering!!!