It could be that the settings on the landing page are overriding the settings on the form. The settings in the picture that you've shown are settings within your form, but on the landing page itself you can set other options. This is good functionality for a form used in multiple places so that you can have a 'global' option of the form going to one place (TY page) and then individually on a specific page override that option to do something else, like stay on page.
If you go into the landing page that hosts this form and edit it, then double click your form, the form settings will appear. See if this area says go to a specific landing page or if it's selected to stay on page. I'd recommend choosing "Form Defined" so that it used exactly what settings you chose on your form.