We have had pinlock inserts and visors returned as faulty because:
Protective film not removed from one or the other and then used like that
Pinlock fitted back-to-front
I kid you not!!
Most people try to fit the inserts without flexing flat(ish) the visor - so they either bugger up the insert on the pin cutaways, or the insert does not then seat properly. DO follow the instructions!
Don't think any of these are the OPs problem, but as Stiggy points out, the insert may need cleaning. Be sensible about it - NO abrasives
Nothing more than warm water and a soft cloth should be needed.
Inserts do also come back as genuinely faulty from time to time - most commonly the stick-on ones, which don't stick, poor adhesive. The post mounted ones occasionally have a seal that is not applied very well.