How to Wire New Ceiling Fan with Remote and Wall Switch?
So we have a couple of conventions here.  The conventions are suggestions.

First, over on the wall/ceiling side, the &quot;convention&quot; is that black is always-hot, and red is switched-hot from a switch.
Second, on the fan, there's another &quot;convention&quot;: blue is light and black is fan.

So. The problem is that your ceiling wires did not follow the convention (nor are they required to). The instruction diagram assumed they did.  But in fact they are exchanged.  The black is switched and the red is always-hot.
Connect ceiling red to the input of the receiver.  Connect ceiling black to the lamp blue wire.    That should get you home.