If you just purchased a brand new antenna and the connector won't push down into the antenna port then you could have a problem with the connector down in the antenna port. We see this issue all the time and typically you need to replace the dock to fix the issue.
Here is a photo of what the antenna port looks like on a brand new dock.
It is important to mention that every SiriusXM antenna has an SMB connector on the end and the docking cradles are all the same so if you purchased a new antenna and it doesn't fit it is probably the connector.