I am intrigued by why you are looking to fit a power switch between the battery and control. The switch would power the control down as the circuit is opened with no issue.
The control would be off when the switch is energized again, In much the same way that when you turn of the TV at the socket rather than the set, when the socket is turned back on the TV comes on in standby mode.
I am not sure what you gain by adding a switch do you feel the delay is to long?
The reason for the delay is that the enter button on the control has more than one function, without the delay the micro processor would not know if you were scrolling through the menu, setting flow or wanting to power the control down.