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I have enabled Lightning Experience to the user by creating Lightning Experience permission set. In the permission set i have checked Lightning Experience option under the system permissions. I have assigned Lightning Experience permission set to the user. Now user directly landing into lightning Pages he is not able to switch to salesforce classic.
How to enable switch to salesforce classic option under the user icon?
Take a look at this article if you are still experiencing this issue -
https://help.salesforce.com/articleView?id=000317164&language=en_US&type=1&mode=1
To follow up on Calvin's answer, in case the link gets broken, here is the relevant content from the link:
This is expected behavior.
Salesforce Classic is only available to System administrators in Essentials Edition >organizations. And this remains true after an organization upgrade. Standard Users >will have access to the Salesforce Lightning Experience.
This access is linked to the "Modify All Data" system permission. Non-administrator >Users who require the ability to switch to Classic will need to be assigned either a >profile or a permission set that grants them the "Modify All Data" permission.
In addition, the presence or absence of the system permission "Hide option to switch >to Salesforce Classic" on a User's profile or assigned via a permission set will have >no effect on this behavior.
Hide Option to Switch to Salesforce classic? salesforcetutorial.com/hide-option-switch-salesforce-classic