I took a look at your build pics:
I traced out the wiring and do not see anything wrong - yay! the blade switch is typically set up so you can install it either direction and it will work the same - yay! So, that stuff checks out fine.
I used this site for the blade switch. it was explained clearly:
https://www.fralinpickups.com/2017/06/18/blade-switch-basics/?srsltid=AfmBOoqnrF1_NKDxB1IPsZwFt6qt8qYB4aXBkWyqYij00pFzNiWGoPPU
So, whatelse might be unexpected? The load on the guitar. If you have a particularly high capacitance on the cable (bad/cheap cables), then you might see issues with volume also changing the tone. Is your cable particularly low budget, or extra long?
The other thing is the gear you plug into. We can look into that if it seems the last thing. A capacitive input on the gear you are using could respond with some rolloff. Do you plug into the same thing all the time? Do you have an option to try something else?
Also, do you have the same rolloff problems on all pickup switch positions?