Probably not doing anything wrong. Probably an incorrect expectation.
These are commercial HF radios, not ham radios. The licensing for commercial use of HF is done by specific frequencies. Commercial users (actual end users, as in the person using the radio) cannot just tune to any frequency they want like ham operators can. Usually it requires programming.
The radios require a Part 90 certification for the LMR use. For marine use, it would have Part 80.
The rules part (90 and 80) have specific rules that say the radio must be limited to transmitting on frequencies that are licensed. VFO type use isn't permitted under Part 90 or Part 80. Both usually require specific programming by a tech. Part 80 programming requires a tech with a GROL level license, if you want to really dig into the rules.
The "general coverage receiver" part of the radio should let you listen anywhere in the coverage, but not transmit.
I'm not familiar with this specific model, but you ~may~ find certain options that will open up the transmit capability of the radio to make it more ham friendly. I know on the Codan HF radios, it's referred to as "Free Tune". Not sure how Vertex/Motorola does it.