You don't say what settings teh pressure switch operates at; like 30/50 or 40/60 psi. And with no water in teh pressure tanks you need 1-2 psi less air pressure in the tank than the turn on the pump switch setting. I.E. 30/50 gets 29-28 psi air presure with no water in the tank.
Do that and see what happens. If the pressure gauge doesn't read 0 when the tank is drained, replace the gauge.
When you drain the tank, check the tubing to the switch from the wet end of the pump and the tubing fittings and the holes the fittings screw into for blockage.
If then the pump doesn't go high enough to shut itself off, then you may have a blockage of the jet or a water leak in the pressure line etc.. You did replace the jet and venturi with the right ones for your pump right?