I had the same problem for my 1993 W124 model. I replaced the tumbler but the problem still existed. Later a kind soul in this site enlightened me.

Try to push your gear lever to park and give a slight push or tap forward. If you can pull your keys easily by doing this, then you will need to do some adjustment to cable that connects the gear selector to the ignition tumbler. No messy or difficult job needed.

The W124 and some models(I don't know what are the ones) need the gear selector to be accurately positioned at Park before the keys can be pulled out. Good Luck!

Cheers