If its not properly seated in the housing it could give you that symptom. If you bought the tumbler from the dealer then it may be possible that they messed up the Vin number and you have the wrong tumbler, or someone may have changed your locks and your key doesn't match the vin.

I'm sure you've already done this, but take the tumbler out of the house and see if you can make it actuate with your key.

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77' 300D, "Cartman" SOLD @ 150K (didn't know what I had)
83' 300SD, "The Superdon" 325k+ @ 28mpg
95 E320 wagon, "Millennium Falcon" 231k+ @ 24 Mpg
95 E300D, "Sherley" 308k @ 33.69 Mpg, currently anticipating a head
99 Suzuki Intruder "Trudy" @ 45 mpg