Al Parker is right..

I had a 1987 Pontiac Firefly (aka Chevy Sprint) that I had the opposite problem with - key couldn't be removed once the car was in park.

There is a cable between the ignition switch and shift lever. This cable is pulled when the shift lever is moved out of the "Park" position. When this happens, the ignition switch restricts key removal so you can't take the key out while the car is in Drive.

This cable is either stuck (as happened to Al Parker below) or is misadjusted (as happened to me). On my car, you loosened a screw and adjusted the cable -- just like adjusting a parking brake cable.

Find this cable and unstick it and/or adjust it. If you keep shifting in and out of park like this, you'll damage something.

Neal

__________________
'83 300SD 335,000km (207k) mi SOLD
'87 560SL 163,000km (101k mi) SOLD
'86 300SDL 356,000km (220k mi) SOLD
'92 500SEL 250,000km (155k mi) SOLD
'90 300SL 140,000km (87k mi) SOLD
'01 S430 260,000km (161k mi) SOLD
'03 SL500 167,000km (104k mi) SOLD
'07 S550 4MATIC 235,000km (146k mi) SOLD
'07 GL320 CDI 4MATIC 348,000km (215k mi)
'13 GL350 BlueTec 4MATIC 170,000km (105k mi)
'14 SL550 72,000km (43k mi)