It's probably badly inserted on the stabiliser (the two black keys).
Make sure everything is in the right direction and is where it is supposed to be. It's a bit hard to put it down correctly, I had to try a few times too.
Just remove it and replace. I've found that the nyancat backspace is actually more loose than another backspace.
I had a similar issue with my nyan cat backspace on my Ducky, worked fine on my Poker, but on my Ducky, it wouldn't come all the way back up after pressing it down, giving it a horrible mushy feeling