It's probably just not fully seated.
I really had to push to get that last little bit so mine would "click".
Make sure you support the motherboard when you do this. (I used one hand to sappurt the board and the other to push the connector in) You have to be careful not to beand/break the motherboard.
Thank you for the response
How hard did you have to push to get it to click?
It really feels like it cant go in any more.
i tried pushing it in like you said, but i won't go in any further.
see how it doesn't go in enough