Set pressure on reg with vacuum hose OFF and engine on idle at 3bar, reattach the vacuum pipe and it should drop to roughly 2.5bar, and then increase to over 3 bar with +ve boost, that's how rising rate regulators work, my integrale and Ford Cosworths had a Bosch rising rate regulator fitted as standard.
It is also worth while checking the primary reg in the throttle body, small wax seal pick it out and there's a small Allen bolt, turn clockwise to increase pressure. This can't be done unless you have a pressure gauge, IIRC the reg you bought has it built in so not separate, but primary one set to 1.4bar to be on safe side this is just above the 0.8-1.2bar range it is as standard.