I just found this, which increases my suspicion that your SSR might be a fake, when also taking into consideration the minor fault that I noticed earlier.. It looks just like the pic you showed:- The inner workings of Counterfeit FOTEK SSRs
Be very careful.
Edit: And here's a mention of a fake, (with the more easily detected label), which wouldn't switch until 5V to 5.3V was applied, instead of the rated >= 3VDC. It's an SSR-60, not an SSR-40, but still....:-
How to destroy a fake FOTEK SSR
Be even more careful. 