In all my flights where I use only a SID, I mark the End of the SID in the FP, but do not tick the SID Active checkbox, and all works as it should. Hence, I thought my understanding of the new feature was correct. So, on my first attempts at using a STAR, I did not tick the SID Active or STAR Active checkboxes. Would that cause this issue? Is there still a need to tick these boxes in some scenarios?
The situation is a bit different for the SID and STAR checkboxes. The SID feature is activated by either checking the SID box or specifying an end-of-SID waypoint. In either case you will not get an initial heading off the runway and will not get vectors for departure.
The STAR checkbox is different because it specifically controls the behaviour of PF3 after the last PF3 waypoint. If the box is unchecked, you will get vectors after the last waypoint. If the box is checked, you will not get vectors, and when you reach the last waypoint you will be cleared to perform the approach to the active runway at pilot's discretion.
This is separate from setting a waypoint as your start-of-STAR. You can set a waypoint as your start-of-STAR and still choose to be vectored after the last waypoint by leaving the STARs box unchecked.
If you think you may want vectors after the last waypoint, leave the STARs box unchecked before the flight. When PF3 begins vectoring you at the last waypoint, you can either continue with the vectored approach or hit Hotkey 1 to request clearance at pilot's discretion, which will cancel vectoring and allow you to complete the approach on your own.
See also p. 95 in the User Guide for more info