Why are both elements on in my new water heater?
It is unusual for both elements to be on at the same time in a residential water heater. The upper thermostat starts heating the water and when it gets to the set temperature it switches power to the lower thermostat. The upper thermostat has a single pole double throw switch to the lower one so both elements can't be on at the same time. If it's happening, then the upper thermostat is either wired wrong or it's somehow defective. 

If the water heater's wired correctly, #10 wire and a 30 amp breaker, two 4500W elements on at the same time would draw 37.5 amps +- and would trip the breaker. 

Check again with the vendor and also check the nameplate info.